-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, ItX1FvK2HE8GfCZbJO8AMiLIX7EpYd4l0RzuDzsrL5NtXo3DxFCm8pjL42ZzLl7F 2QtOyIuDJhJu3JsB997HyA== 0001166588-10-000006.txt : 20101112 0001166588-10-000006.hdr.sgml : 20101111 20101112160638 ACCESSION NUMBER: 0001166588-10-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101112 DATE AS OF CHANGE: 20101112 EFFECTIVENESS DATE: 20101112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BNP PARIBAS ARBITRAGE, SA CENTRAL INDEX KEY: 0001166588 IRS NUMBER: 233022591 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10038 FILM NUMBER: 101186572 BUSINESS ADDRESS: STREET 1: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 610 491 1492 MAIL ADDRESS: STREET 1: 555 CROTON ROAD CITY: KING OF PRUSSIA STATE: PA ZIP: 19406 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE, SNC DATE OF NAME CHANGE: 20080428 FORMER COMPANY: FORMER CONFORMED NAME: BNP PARIBAS ARBITRAGE SA DATE OF NAME CHANGE: 20020205 13F-HR 1 bnpparb13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended:Sep 30,2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: BNP Paribas Arbitrage, SA Address: 787 Seventh Ave. New York, NY 10019 13F File Number: 028 - 10038 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: M. Andrews Yeo Title: Director, BNP Paribas Securities Corp Phone: (917) 472-4991 Signature ,Place, and Date of Signing: M. Andrews Yeo New York, NY 2010/11/11 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting managers(s).) List of Other Managers Reporting for this Manager: **NONE** I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,774 Form 13F Information Table Value Total: $78,235,132 (x$1,000) List of Other Included Managers: No. 13F File Number Name **NONE**
Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page 1 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ADVANCED MICRO DEVICES INC BOND CV 007903AN7 132377 1301000 PRN SOLE 1301000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AH7 1001250 10000000 PRN SOLE 10000000 0 0 ALLIANT TECHSYSTEMS INC BOND CV 018804AN4 28113 278000 PRN SOLE 278000 0 0 AMERIGROUP CORP BOND CV 03073TAB8 1492 13000 PRN SOLE 13000 0 0 AMGEN INC BOND CV 031162AQ3 128862 1300000 PRN SOLE 1300000 0 0 AMYLIN PHARMACEUTICALS INC BOND CV 032346AD0 515238 5211000 PRN SOLE 5211000 0 0 ARCELORMITTAL SA LUXEMBOURG BOND CV 03938LAK0 11914 90000 PRN SOLE 90000 0 0 ARVINMERITOR INC BOND CV 043353AF8 396637 3773000 PRN SOLE 3773000 0 0 ARVINMERITOR INC BOND CV 043353AH4 238056 2616000 PRN SOLE 2616000 0 0 BECKMAN COULTER INC BOND CV 075811AD1 1124379 11064000 PRN SOLE 11064000 0 0 BEST BUY INC SDCV 2.250% 1/1 BOND CV 086516AF8 548 5000 PRN SOLE 5000 0 0 BIOMARIN PHARMACEUTICAL INC BOND CV 09061GAC5 691719 4750000 PRN SOLE 4750000 0 0 BOSTON PPTYS LTD PARTNERSHIP BOND CV 10112RAG9 176379 1598000 PRN SOLE 1598000 0 0 BOSTON PPTYS LTD PARTNERSHIP BOND CV 10112RAK0 106151 1051000 PRN SOLE 1051000 0 0 CMS ENERGY CORP BOND CV 125896AW0 277750 2000000 PRN SOLE 2000000 0 0 CAL DIVE INTL INC BOND CV 127914AB5 138188 1500000 PRN SOLE 1500000 0 0 CAMERON INTERNATIONAL CORP BOND CV 13342BAB1 32927 255000 PRN SOLE 255000 0 0 CARNIVAL CORP DBCV 2.000% 4/1 BOND CV 143658AN2 51447 505000 PRN SOLE 505000 0 0 CHEMED CORP NEW BOND CV 16359RAC7 47875 500000 PRN SOLE 500000 0 0 CHENIERE ENERGY INC BOND CV 16411RAE9 798000 19000000 PRN SOLE 19000000 0 0 CUBIST PHARMACEUTICALS INC BOND CV 229678AC1 305 3000 PRN SOLE 3000 0 0 D R HORTON INC BOND CV 23331ABB4 219500 2000000 PRN SOLE 2000000 0 0 DANAHER CORP DEL BOND CV 235851AF9 203314 1723000 PRN SOLE 1723000 0 0 EQUINIX INC BOND CV 29444UAH9 425250 3000000 PRN SOLE 3000000 0 0 EXPRESSJET HOLDINGS INC BOND CV 30218UAB4 115789 1155000 PRN SOLE 1155000 0 0 FORD MTR CO DEL BOND CV 345370CN8 597000 4000000 PRN SOLE 4000000 0 0 GENCO SHIPPING & TRADING LTD BOND CV 36869MAA3 32330 305000 PRN SOLE 305000 0 0 GOODRICH PETE CORP BOND CV 382410AB4 33293 338000 PRN SOLE 338000 0 0 GOODRICH PETE CORP BOND CV 382410AC2 29120 320000 PRN SOLE 320000 0 0 HEALTH CARE REIT INC BOND CV 42217KAR7 186497 1745000 PRN SOLE 1745000 0 0 HERTZ GLOBAL HOLDINGS INC BOND CV 42805TAA3 734375 5000000 PRN SOLE 5000000 0 0 INGERSOLL-RAND GLOBAL HLDG C BOND CV 45687AAD4 1018750 5000000 PRN SOLE 5000000 0 0 INTEL CORP SDCV 2.950%12/1 BOND CV 458140AD2 90471 915000 PRN SOLE 915000 0 0 INTERPUBLIC GROUP COS INC BOND CV 460690BE9 10181 90000 PRN SOLE 90000 0 0 INVITROGEN CORP BOND CV 46185RAM2 73396 659000 PRN SOLE 659000 0 0 JEFFERIES GROUP INC NEW DBCV 3 BOND CV 472319AG7 44979 447000 PRN SOLE 447000 0 0 JETBLUE AIRWAYS CORP DBCV 6.75 BOND CV 477143AF8 1193437 7500000 PRN SOLE 7500000 0 0 KING PHARMACEUTICALS INC BOND CV 495582AJ7 842 9000 PRN SOLE 9000 0 0 MACROVISION CORP BOND CV 555904AB7 899375 5000000 PRN SOLE 5000000 0 0 MICROCHIP TECHNOLOGY INC SDCV BOND CV 595017AB0 66789 595000 PRN SOLE 595000 0 0 MICRON TECHNOLOGY INC BOND CV 595112AJ2 318750 2000000 PRN SOLE 2000000 0 0 MYLAN INC BOND CV 628530AJ6 1497437 9500000 PRN SOLE 9500000 0 0 NETAPP INC BOND CV 64110DAB0 2337734 14375000 PRN SOLE 14375000 0 0 NEWMONT MINING CORP BOND CV 651639AH9 36406 250000 PRN SOLE 250000 0 0 NEWMONT MINING CORP BOND CV 651639AJ5 681745 4622000 PRN SOLE 4622000 0 0 NEWMONT MINING CORP BOND CV 651639AK2 1993 14000 PRN SOLE 14000 0 0 OIL STS INTL INC BOND CV 678026AB1 398288 2580000 PRN SOLE 2580000 0 0 OLD REP INTL CORP BOND CV 680223AF1 390 3000 PRN SOLE 3000 0 0 ON SEMICONDUCTOR CORP BOND CV 682189AG0 29657 294000 PRN SOLE 294000 0 0 ONYX PHARMACEUTICALS INC BOND CV 683399AB5 51125 500000 PRN SOLE 500000 0 0 PHH CORP BOND CV 693320AH6 981750 8400000 PRN SOLE 8400000 0 0 PMI GROUP INC BOND CV 69344MAK7 29369 343000 PRN SOLE 343000 0 0 PROLOGIS BOND CV 743410AQ5 1601212 16550000 PRN SOLE 16550000 0 0 PROLOGIS BOND CV 743410AY8 59388 606000 PRN SOLE 606000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page2 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RAYONIER TRS HLDGS INC BOND CV 75508AAB2 57422 525000 PRN SOLE 525000 0 0 REGIS CORP MINN BOND CV 758932AA5 1268437 9020000 PRN SOLE 9020000 0 0 ROPER INDS INC NEW BOND CV 776696AA4 19750 250000 PRN SOLE 250000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAM8 2199375 15000000 PRN SOLE 15000000 0 0 SBA COMMUNICATIONS CORP BOND CV 78388JAN6 112250 1000000 PRN SOLE 1000000 0 0 SANDISK CORP BOND CV 80004CAD3 1030916 11130000 PRN SOLE 11130000 0 0 STERLITE INDS INDIA LTD BOND CV 859737AB4 45531 470000 PRN SOLE 470000 0 0 TECH DATA CORP DBCV 2.750%12/1 BOND CV 878237AE6 560312 5500000 PRN SOLE 5500000 0 0 TELEFLEX INC BOND CV 879369AA4 37844 350000 PRN SOLE 350000 0 0 TEXTRON INC BOND CV 883203BN0 327360 1920000 PRN SOLE 1920000 0 0 THORATEC CORP BOND CV 885175AB5 600875 5500000 PRN SOLE 5500000 0 0 UNITED STATES STL CORP NEW BOND CV 912909AE8 1851000 12000000 PRN SOLE 12000000 0 0 VORNADO RLTY L P DEB 3.875% 4/1BOND CV 929043AC1 1622807 14204000 PRN SOLE 14204000 0 0 WESCO INTL INC DBCV 6.000% 9/1 BOND CV 95082PAH8 567437 3500000 PRN SOLE 3500000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2317 69429 SH SOLE 69429 0 0 ALCOA INC COM 013817101 34662 2862266 SH SOLE 2862266 0 0 ALCOA INC OPTION 013817101 744 3000 SH CALL SOLE 3000 0 0 ALCOA INC OPTION 013817101 4544 29620 SH PUT SOLE 29620 0 0 AIRTRAN HLDGS INC COM 00949P108 1596 217153 SH SOLE 217153 0 0 AARONS INC COM 002535201 491 26626 SH SOLE 26626 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 2738 46660 SH SOLE 46660 0 0 APPLE INC COM 037833100 695119 2449759 SH SOLE 2449759 0 0 APPLE INC OPTION 037833100 11559 36961 SH PUT SOLE 36961 0 0 APPLE INC OPTION 037833100 53534 7138 SH CALL SOLE 7138 0 0 ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 49 14024 SH SOLE 14024 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 484 9615 SH SOLE 9615 0 0 ALLIANCEBERNSTEIN HOLDING LP U COM 01881G106 605 22916 SH SOLE 22916 0 0 ADVANCED BATTERY TECHNOLOG I COM 00752H102 63 17481 SH SOLE 17481 0 0 ABB LTD COM 000375204 3072 145443 SH SOLE 145443 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2531 82544 SH SOLE 82544 0 0 ADVISORY BRD CO COM 00762W107 210 4751 SH SOLE 4751 0 0 ACCO BRANDS CORP COM 00081T108 113 19724 SH SOLE 19724 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 162 11547 SH SOLE 11547 0 0 ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 640 8272 SH SOLE 8272 0 0 AMBAC FINL GROUP INC COM 023139108 41 73303 SH SOLE 73303 0 0 ABM INDS INC COM 000957100 328 15213 SH SOLE 15213 0 0 ABBOTT LABS COM 002824100 19561 374452 SH SOLE 374452 0 0 ABBOTT LABS OPTION 002824100 2132 15579 SH PUT SOLE 15579 0 0 ABBOTT LABS OPTION 002824100 2853 14307 SH CALL SOLE 14307 0 0 COMPANHIA DE BEBIDAS DAS AME S COM 20441W203 20119 162720 SH SOLE 162720 0 0 ABOVENET INC COM 00374N107 563 10816 SH SOLE 10816 0 0 BARRICK GOLD CORP COM 067901108 7728 166953 SH SOLE 166953 0 0 BARRICK GOLD CORP OPTION 067901108 543 3055 SH CALL SOLE 3055 0 0 BARRICK GOLD CORP OPTION 067901108 271 1869 SH PUT SOLE 1869 0 0 AMERICAN CAP LTD COM 02503Y103 595 102482 SH SOLE 102482 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 1524 50075 SH SOLE 50075 0 0 ACCELRYS INC COM 00430U103 114 16382 SH SOLE 16382 0 0 ACE LTD SHS COM H0023R105 6534 112174 SH SOLE 112174 0 0 AMERICREDIT CORP COM 03060R101 1195 48857 SH SOLE 48857 0 0 ARCH CAP GROUP LTD COM G0450A105 32137 383502 SH SOLE 383502 0 0 ACERGY S A COM 00443E104 2011 108996 SH SOLE 108996 0 0 ARCH COAL INC COM 039380100 3856 144373 SH SOLE 144373 0 0 ACI WORLDWIDE INC COM 004498101 425 18998 SH SOLE 18998 0 0 ALCON INC COM SHS COM H01301102 10815 64841 SH SOLE 64841 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page3 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AXCELIS TECHNOLOGIES INC COM 054540109 52 26847 SH SOLE 26847 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2244 92483 SH SOLE 92483 0 0 ACCENTURE PLC IRELAND SHS CLAS COM G1151C101 6646 156402 SH SOLE 156402 0 0 AMCOL INTL CORP COM 02341W103 203 7753 SH SOLE 7753 0 0 ACORDA THERAPEUTICS INC COM 00484M106 385 11659 SH SOLE 11659 0 0 ACTUATE CORP COM 00508B102 67 13015 SH SOLE 13015 0 0 ALBERTO CULVER CO NEW COM 013078100 5404 143544 SH SOLE 143544 0 0 ACXIOM CORP COM 005125109 684 43157 SH SOLE 43157 0 0 ALLIANCE DATA SYSTEMS CORP BOND CV 018581AD0 41350 400000 PRN SOLE 400000 0 0 ADOBE SYS INC COM 00724F101 21994 841075 SH SOLE 841075 0 0 ADOBE SYS INC OPTION 00724F101 2687 2169 SH PUT SOLE 2169 0 0 A D C TELECOMMUNICATIONS COM 000886309 1242 98064 SH SOLE 98064 0 0 ANALOG DEVICES INC COM 032654105 774 24675 SH SOLE 24675 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 20075 628924 SH SOLE 628924 0 0 ARCHER DANIELS MIDLAND CO OPTION 039483102 315 3836 SH PUT SOLE 3836 0 0 ARCHER DANIELS MIDLAND CO OPTION 039483102 242 1848 SH CALL SOLE 1848 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 9737 231670 SH SOLE 231670 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 4244 65028 SH SOLE 65028 0 0 ALLIANCE DATA SYSTEMS CORP OPTION 018581108 789 1607 SH PUT SOLE 1607 0 0 AUTODESK INC COM 052769106 4993 156167 SH SOLE 156167 0 0 ADTRAN INC COM 00738A106 1217 34481 SH SOLE 34481 0 0 ADVENT SOFTWARE INC COM 007974108 447 8567 SH SOLE 8567 0 0 ADAMS EXPRESS CO COM 006212104 797 80184 SH SOLE 80184 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 58 14389 SH SOLE 14389 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 164 11765 SH SOLE 11765 0 0 AMEREN CORP COM 023608102 466 16411 SH SOLE 16411 0 0 AEGON N V NY REGISTRY SH COM 007924103 556 92778 SH SOLE 92778 0 0 ADVANCED ENERGY INDS COM 007973100 141 10760 SH SOLE 10760 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 208 20351 SH SOLE 20351 0 0 AGNICO EAGLE MINES LTD COM 008474108 2491 35071 SH SOLE 35071 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1491 99697 SH SOLE 99697 0 0 AMERICAN ELEC PWR INC COM 025537101 5812 160415 SH SOLE 160415 0 0 APPLIED ENERGETICS INC COM 03819M106 22 19963 SH SOLE 19963 0 0 AES CORP COM 00130H105 1893 166777 SH SOLE 166777 0 0 AETNA INC NEW COM 00817Y108 3700 117067 SH SOLE 117067 0 0 AMERICAN OIL & GAS INC NEW COM 028723104 913 112694 SH SOLE 112694 0 0 ASTORIA FINL CORP COM 046265104 926 67961 SH SOLE 67961 0 0 AFFYMETRIX INC COM 00826T108 100 21882 SH SOLE 21882 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1573 51448 SH SOLE 51448 0 0 AFLAC INC COM 001055102 9024 174520 SH SOLE 174520 0 0 AFLAC INC OPTION 001055102 250 500 SH CALL SOLE 500 0 0 AGCO CORP BOND CV 001084AM4 285319 2457000 PRN SOLE 2457000 0 0 AGCO CORP COM 001084102 5556 142415 SH SOLE 142415 0 0 ALPINE GLOBAL DYNAMIC DIVD F COM 02082E106 267 41003 SH SOLE 41003 0 0 ISHARES TR BARCLY USAGG B COM 464287226 47573 437857 SH SOLE 437857 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 325 9343 SH SOLE 9343 0 0 AGL RES INC COM 001204106 1992 51919 SH SOLE 51919 0 0 ALLERGAN INC COM 018490102 1502 22583 SH SOLE 22583 0 0 ALLERGAN INC BOND CV 018490AL6 111736 978000 PRN SOLE 978000 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 283 10633 SH SOLE 10633 0 0 ASSURED GUARANTY LTD COM G0585R106 1446 84518 SH SOLE 84518 0 0 AMERIGROUP CORP COM 03073T102 666 15692 SH SOLE 15692 0 0 AGRIUM INC COM 008916108 5643 75252 SH SOLE 75252 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 29 11609 SH SOLE 11609 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page4 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ASPEN INSURANCE HOLDINGS LTD S COM G05384105 916 30239 SH SOLE 30239 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 52 10053 SH SOLE 10053 0 0 ASHFORD HOSPITALITY TR INC COM COM 044103109 107 11854 SH SOLE 11854 0 0 AMERICAN INTL GROUP INC COM 026874784 8973 229481 SH SOLE 229481 0 0 AMERICAN INTL GROUP INC OPTION 026874784 305 4313 SH PUT SOLE 4313 0 0 AMERICAN INTL GROUP INC OPTION 026874784 344 960 SH CALL SOLE 960 0 0 APOLLO INVT CORP COM 03761U106 1083 105910 SH SOLE 105910 0 0 AAR CORP COM 000361105 249 13323 SH SOLE 13323 0 0 ANTARES PHARMA INC COM 036642106 26 18102 SH SOLE 18102 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 668 21821 SH SOLE 21821 0 0 APARTMENT INVT & MGMT CO COM 03748R101 3550 166050 SH SOLE 166050 0 0 ASSURANT INC COM 04621X108 1551 38099 SH SOLE 38099 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2419 91733 SH SOLE 91733 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 7362 146712 SH SOLE 146712 0 0 ACADIA RLTY TR COM SH BEN INT COM 004239109 210 11078 SH SOLE 11078 0 0 AKORN INC COM 009728106 61 15167 SH SOLE 15167 0 0 AK STL HLDG CORP COM 001547108 15036 1088765 SH SOLE 1088765 0 0 AK STL HLDG CORP OPTION 001547108 1874 5180 SH PUT SOLE 5180 0 0 ALBEMARLE CORP COM 012653101 1418 30284 SH SOLE 30284 0 0 ALCOA INC BOND CV 013817AT8 3210000 16000000 PRN SOLE 16000000 0 0 ALLETE INC COM 018522300 345 9468 SH SOLE 9468 0 0 ALEXANDER & BALDWIN INC COM 014482103 529 15183 SH SOLE 15183 0 0 ALIGN TECHNOLOGY INC COM 016255101 349 17849 SH SOLE 17849 0 0 ALASKA AIR GROUP INC COM 011659109 1182 23154 SH SOLE 23154 0 0 ALKERMES INC COM 01642T108 422 28836 SH SOLE 28836 0 0 ALLSTATE CORP COM 020002101 7242 229538 SH SOLE 229538 0 0 ALLSTATE CORP OPTION 020002101 213 1500 SH PUT SOLE 1500 0 0 ALLSTATE CORP OPTION 020002101 499 1750 SH CALL SOLE 1750 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 137 11129 SH SOLE 11129 0 0 ALERE INC COM 01449J105 779 25202 SH SOLE 25202 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 136 13397 SH SOLE 13397 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 582 29193 SH SOLE 29193 0 0 ALLOS THERAPEUTICS INC COM 019777101 107 22729 SH SOLE 22729 0 0 ALTERA CORP COM 021441100 17499 580206 SH SOLE 580206 0 0 ALCATEL-LUCENT COM 013904305 2279 674317 SH SOLE 674317 0 0 AUTOLIV INC COM 052800109 1103 16883 SH SOLE 16883 0 0 ALEXANDERS INC COM 014752109 233 737 SH SOLE 737 0 0 ALEXZA PHARMACEUTICALS INC COM 015384100 35 11089 SH SOLE 11089 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 678 10538 SH SOLE 10538 0 0 ALLIS CHALMERS ENERGY INC PAR COM 019645506 53 12741 SH SOLE 12741 0 0 AMERICAN GREETINGS CORP COM 026375105 405 21794 SH SOLE 21794 0 0 APPLIED MATLS INC COM 038222105 11482 983054 SH SOLE 983054 0 0 APPLIED MATLS INC OPTION 038222105 264 2000 SH PUT SOLE 2000 0 0 AMB PROPERTY CORP COM 00163T109 5918 223580 SH SOLE 223580 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W406 200 19973 SH SOLE 19973 0 0 ADVANCED MICRO DEVICES INC COM 007903107 11039 1552653 SH SOLE 1552653 0 0 ADVANCED MICRO DEVICES INC OPTION 007903107 813 11223 SH PUT SOLE 11223 0 0 ADVANCED MICRO DEVICES INC BOND CV 007903AL1 223508 2272000 PRN SOLE 2272000 0 0 AMETEK INC NEW COM 031100100 2838 59411 SH SOLE 59411 0 0 AMEDISYS INC COM 023436108 362 15218 SH SOLE 15218 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2630 33709 SH SOLE 33709 0 0 AMGEN INC COM 031162100 46087 836274 SH SOLE 836274 0 0 AMGEN INC OPTION 031162100 400 1258 SH CALL SOLE 1258 0 0 AMGEN INC OPTION 031162100 2927 11461 SH PUT SOLE 11461 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page5 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMGEN INC BOND CV 031162AN0 79999 803000 PRN SOLE 803000 0 0 AMKOR TECHNOLOGY INC COM 031652100 212 32282 SH SOLE 32282 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1614 77407 SH SOLE 77407 0 0 AMERICAN MED SYS HLDGS INC COM 02744M108 1029 52546 SH SOLE 52546 0 0 AMERICAN MED SYS HLDGS INC BOND CV 02744MAB4 618750 5000000 PRN SOLE 5000000 0 0 AMERIPRISE FINL INC COM 03076C106 4472 94479 SH SOLE 94479 0 0 AMR CORP COM 001765106 4454 710317 SH SOLE 710317 0 0 AMR CORP OPTION 001765106 429 4450 SH PUT SOLE 4450 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 4947 159066 SH SOLE 159066 0 0 AMERICAN TOWER CORP COM 029912201 2423 47275 SH SOLE 47275 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 11623 719699 SH SOLE 719699 0 0 AMERICA MOVIL SAB DE CV SPON COM 02364W105 6899 129368 SH SOLE 129368 0 0 AMERICA MOVIL SAB DE CV SPON OPTION 02364W105 275 4190 SH PUT SOLE 4190 0 0 AMERICA MOVIL SAB DE CV SPON OPTION 02364W105 244 858 SH CALL SOLE 858 0 0 AMAZON COM INC COM 023135106 62469 397738 SH SOLE 397738 0 0 AMAZON COM INC OPTION 023135106 3251 9903 SH PUT SOLE 9903 0 0 AMAZON COM INC OPTION 023135106 21218 5223 SH CALL SOLE 5223 0 0 AUTONATION INC COM 05329W102 1215 52263 SH SOLE 52263 0 0 ANADIGICS INC COM 032515108 121 19887 SH SOLE 19887 0 0 AMERICAN NATL INS CO COM 028591105 250 3292 SH SOLE 3292 0 0 ANDERSONS INC COM 034164103 207 5458 SH SOLE 5458 0 0 ABERCROMBIE & FITCH CO COM 002896207 660 16789 SH SOLE 16789 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 252 35355 SH SOLE 35355 0 0 ANNTAYLOR STORES CORP COM 036115103 696 34387 SH SOLE 34387 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 10826 263092 SH SOLE 263092 0 0 ANSYS INC COM 03662Q105 1453 34389 SH SOLE 34389 0 0 ALLIED NEVADA GOLD CORP COM 019344100 622 23460 SH SOLE 23460 0 0 AEGEAN MARINE PETROLEUM NETW S COM Y0017S102 571 34313 SH SOLE 34313 0 0 ALPINE TOTAL DYNAMIC DIVID F C COM 021060108 1179 216728 SH SOLE 216728 0 0 ALLIANCE ONE INTL INC COM 018772103 110 26613 SH SOLE 26613 0 0 AOL INC COM 00184X105 1586 64101 SH SOLE 64101 0 0 AON CORP COM 037389103 3481 89002 SH SOLE 89002 0 0 A123 SYS INC COM 03739T108 191 21241 SH SOLE 21241 0 0 SMITH A O COM 831865209 486 8390 SH SOLE 8390 0 0 APACHE CORP COM 037411105 6784 69398 SH SOLE 69398 0 0 APACHE CORP OPTION 037411105 618 2000 SH CALL SOLE 2000 0 0 APACHE CORP OPTION 037411105 1199 3087 SH PUT SOLE 3087 0 0 ANADARKO PETE CORP COM 032511107 3205 56176 SH SOLE 56176 0 0 ANADARKO PETE CORP OPTION 032511107 2256 3008 SH CALL SOLE 3008 0 0 AIR PRODS & CHEMS INC COM 009158106 2290 27645 SH SOLE 27645 0 0 AMPHENOL CORP NEW COM 032095101 754 15396 SH SOLE 15396 0 0 ACME PACKET INC COM 004764106 473 12474 SH SOLE 12474 0 0 APOLLO GROUP INC COM 037604105 10709 208551 SH SOLE 208551 0 0 APOLLO GROUP INC OPTION 037604105 594 400 SH PUT SOLE 400 0 0 ACCURAY INC COM 004397105 88 14113 SH SOLE 14113 0 0 ARBITRON INC COM 03875Q108 228 8137 SH SOLE 8137 0 0 ARIBA INC COM 04033V203 585 30954 SH SOLE 30954 0 0 ARES CAP CORP COM 04010L103 1188 75915 SH SOLE 75915 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4217 60248 SH SOLE 60248 0 0 AIRGAS INC COM 009363102 1349 19860 SH SOLE 19860 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 124 32519 SH SOLE 32519 0 0 ARCH CHEMICALS INC COM 03937R102 264 7522 SH SOLE 7522 0 0 ARVINMERITOR INC COM 043353101 526 33845 SH SOLE 33845 0 0 ARVINMERITOR INC OPTION 043353101 220 1000 SH CALL SOLE 1000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page6 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ARENA PHARMACEUTICALS INC COM 040047102 50 32072 SH SOLE 32072 0 0 AEROPOSTALE COM 007865108 3078 132385 SH SOLE 132385 0 0 AMERICAN REPROGRAPHICS CO COM 029263100 87 11118 SH SOLE 11118 0 0 ARQULE INC COM 04269E107 65 12672 SH SOLE 12672 0 0 ARRIS GROUP INC COM 04269Q100 618 63261 SH SOLE 63261 0 0 ARRAY BIOPHARMA INC COM 04269X105 44 13761 SH SOLE 13761 0 0 ARCSIGHT INC COM 039666102 2476 56856 SH SOLE 56856 0 0 ARTHROCARE CORP COM 043136100 486 17883 SH SOLE 17883 0 0 ART TECHNOLOGY GROUP INC COM 04289L107 188 45802 SH SOLE 45802 0 0 ARUBA NETWORKS INC COM 043176106 488 22875 SH SOLE 22875 0 0 ARROW ELECTRS INC COM 042735100 1773 66330 SH SOLE 66330 0 0 ASSOCIATED BANC CORP COM 045487105 1445 109585 SH SOLE 109585 0 0 AMERICAN SCIENCE & ENGR INC COM 029429107 205 2785 SH SOLE 2785 0 0 ADMINISTAFF INC COM 007094105 447 16603 SH SOLE 16603 0 0 ON ASSIGNMENT INC COM 682159108 53 10019 SH SOLE 10019 0 0 ASHLAND INC NEW COM 044209104 2019 41399 SH SOLE 41399 0 0 ASM INTL N V NY REGISTER SH COM N07045102 522 20517 SH SOLE 20517 0 0 ASML HOLDING N V NY REG SHS COM N07059186 832 27997 SH SOLE 27997 0 0 GRUPO AEROPORTUARIO DEL SURE S COM 40051E202 1653 34806 SH SOLE 34806 0 0 ATC TECHNOLOGY CORP COM 00211W104 769 31067 SH SOLE 31067 0 0 ALPHATEC HOLDINGS INC COM 02081G102 32 15248 SH SOLE 15248 0 0 ATHENAHEALTH INC COM 04685W103 848 25692 SH SOLE 25692 0 0 ATHEROS COMMUNICATIONS INC COM 04743P108 352 13357 SH SOLE 13357 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 352 7581 SH SOLE 7581 0 0 ALLEGHENY TECHNOLOGIES INC OPTION 01741R102 1270 1000 SH CALL SOLE 1000 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 858 11382 SH SOLE 11382 0 0 ATLAS ENERGY INC COM 049298102 1024 35740 SH SOLE 35740 0 0 ATMEL CORP COM 049513104 2129 267421 SH SOLE 267421 0 0 ATMOS ENERGY CORP COM 049560105 995 34017 SH SOLE 34017 0 0 ATP OIL & GAS CORP COM 00208J108 187 13664 SH SOLE 13664 0 0 APTARGROUP INC COM 038336103 1171 25642 SH SOLE 25642 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 87 14211 SH SOLE 14211 0 0 ACTUANT CORP COM 00508X203 1419 61792 SH SOLE 61792 0 0 ACTIVISION BLIZZARD INC COM 00507V109 11659 1077518 SH SOLE 1077518 0 0 ATWOOD OCEANICS INC COM 050095108 3536 116109 SH SOLE 116109 0 0 ANGLOGOLD ASHANTI LTD COM 035128206 5236 113232 SH SOLE 113232 0 0 AUXILIUM PHARMACEUTICALS INC COM 05334D107 1294 52208 SH SOLE 52208 0 0 YAMANA GOLD INC COM 98462Y100 1979 173607 SH SOLE 173607 0 0 YAMANA GOLD INC OPTION 98462Y100 389 29955 SH PUT SOLE 29955 0 0 AVISTA CORP COM 05379B107 349 16707 SH SOLE 16707 0 0 AVALONBAY CMNTYS INC COM 053484101 8050 77456 SH SOLE 77456 0 0 AVI BIOPHARMA INC COM 002346104 52 28488 SH SOLE 28488 0 0 AVANIR PHARMACEUTICALS INC COM 05348P401 59 18574 SH SOLE 18574 0 0 AVIAT NETWORKS INC COM 05366Y102 84 20605 SH SOLE 20605 0 0 AVON PRODS INC COM 054303102 5583 173872 SH SOLE 173872 0 0 AVNET INC COM 053807103 2813 104157 SH SOLE 104157 0 0 AVERY DENNISON CORP COM 053611109 794 21398 SH SOLE 21398 0 0 ALLIED WRLD ASSUR COM HLDG L S COM G0219G203 1086 19182 SH SOLE 19182 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 3775 162238 SH SOLE 162238 0 0 AMERICAN STS WTR CO COM 029899101 207 5774 SH SOLE 5774 0 0 ABRAXAS PETE CORP COM 003830106 48 17051 SH SOLE 17051 0 0 ANIXTER INTL INC COM 035290105 753 13956 SH SOLE 13956 0 0 ANIXTER INTL INC BOND CV 035290AJ4 41167 393000 PRN SOLE 393000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 3031 336010 SH SOLE 336010 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page7 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- AMERICAN EXPRESS CO COM 025816109 35133 835909 SH SOLE 835909 0 0 AMERICAN EXPRESS CO OPTION 025816109 3352 20121 SH PUT SOLE 20121 0 0 AMERICAN EXPRESS CO OPTION 025816109 1008 5906 SH CALL SOLE 5906 0 0 AXIS CAPITAL HOLDINGS SHS COM G0692U109 2210 67090 SH SOLE 67090 0 0 ALLEGHENY ENERGY INC COM 017361106 576 23504 SH SOLE 23504 0 0 ACUITY BRANDS INC COM 00508Y102 1030 23285 SH SOLE 23285 0 0 AIRCASTLE LTD COM G0129K104 138 16271 SH SOLE 16271 0 0 ASTRAZENECA PLC COM 046353108 988 19491 SH SOLE 19491 0 0 AUTOZONE INC COM 053332102 1632 7130 SH SOLE 7130 0 0 ASPEN TECHNOLOGY INC COM 045327103 165 15897 SH SOLE 15897 0 0 BARNES GROUP INC COM 067806109 285 16189 SH SOLE 16189 0 0 BOEING CO COM 097023105 19049 286276 SH SOLE 286276 0 0 BOEING CO OPTION 097023105 1493 6689 SH PUT SOLE 6689 0 0 BOEING CO OPTION 097023105 1281 3344 SH CALL SOLE 3344 0 0 BANK OF AMERICA CORPORATION COM 060505104 677193 51684274 SH SOLE 51684274 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 2263 45508 SH CALL SOLE 45508 0 0 BANK OF AMERICA CORPORATION OPTION 060505104 201424 498244 SH PUT SOLE 498244 0 0 BRASKEM S A SP COM 105532105 347 16900 SH SOLE 16900 0 0 BROOKFIELD ASSET MGMT INC COM 112585104 224 7896 SH SOLE 7896 0 0 CREDICORP LTD COM G2519Y108 83332 731621 SH SOLE 731621 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 197 23117 SH SOLE 23117 0 0 BAXTER INTL INC COM 071813109 7943 166490 SH SOLE 166490 0 0 BLACKBOARD INC COM 091935502 1484 41169 SH SOLE 41169 0 0 BED BATH & BEYOND INC COM 075896100 9104 209719 SH SOLE 209719 0 0 BANCO BRADESCO S A SP COM 059460303 36244 1778423 SH SOLE 1778423 0 0 BARRETT BILL CORP COM 06846N104 853 23705 SH SOLE 23705 0 0 BIGBAND NETWORKS INC COM 089750509 47 16493 SH SOLE 16493 0 0 BB&T CORP COM 054937107 7603 315723 SH SOLE 315723 0 0 BB&T CORP OPTION 054937107 572 900 SH PUT SOLE 900 0 0 BEST BUY INC COM 086516101 14183 347363 SH SOLE 347363 0 0 BEST BUY INC OPTION 086516101 446 751 SH PUT SOLE 751 0 0 BEST BUY INC OPTION 086516101 279 1037 SH CALL SOLE 1037 0 0 BRUNSWICK CORP COM 117043109 445 29226 SH SOLE 29226 0 0 BCE INC COM 05534B760 240 7400 SH SOLE 7400 0 0 BRINKS CO COM 109696104 565 24551 SH SOLE 24551 0 0 BALCHEM CORP COM 057665200 274 8864 SH SOLE 8864 0 0 BARD C R INC COM 067383109 1462 17957 SH SOLE 17957 0 0 BARCLAYS PLC COM 06738E204 1177 62417 SH SOLE 62417 0 0 BLUE COAT SYSTEMS INC COM 09534T508 446 18548 SH SOLE 18548 0 0 BELDEN INC COM 077454106 429 16254 SH SOLE 16254 0 0 BRANDYWINE RLTY TR SH BEN INT COM 105368203 1480 120796 SH SOLE 120796 0 0 BECTON DICKINSON & CO COM 075887109 2686 36249 SH SOLE 36249 0 0 BE AEROSPACE INC COM 073302101 1531 50523 SH SOLE 50523 0 0 BEBE STORES INC COM 075571109 85 11843 SH SOLE 11843 0 0 BECKMAN COULTER INC COM 075811109 1924 39432 SH SOLE 39432 0 0 BEACON ROOFING SUPPLY INC COM 073685109 202 13839 SH SOLE 13839 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 162 38121 SH SOLE 38121 0 0 FRANKLIN RES INC COM 354613101 7099 66404 SH SOLE 66404 0 0 FRANKLIN RES INC OPTION 354613101 512 1242 SH CALL SOLE 1242 0 0 FRANKLIN RES INC OPTION 354613101 1012 2119 SH PUT SOLE 2119 0 0 BRIGHAM EXPLORATION CO COM 109178103 658 35088 SH SOLE 35088 0 0 BALDOR ELEC CO COM 057741100 1602 39648 SH SOLE 39648 0 0 BROWN FORMAN CORP CL B COM 115637209 441 7152 SH SOLE 7152 0 0 BUNGE LIMITED COM G16962105 13086 221204 SH SOLE 221204 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page8 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GENERAL CABLE CORP DEL NEW COM 369300108 512 18893 SH SOLE 18893 0 0 BGC PARTNERS INC COM 05541T101 113 18900 SH SOLE 18900 0 0 BRIGGS & STRATTON CORP COM 109043109 561 29514 SH SOLE 29514 0 0 BUCKEYE GP HOLDINGS LP COM UNI COM 118167105 215 4966 SH SOLE 4966 0 0 BORDERS GROUP INC COM 099709107 18 14773 SH SOLE 14773 0 0 B & G FOODS INC NEW COM 05508R106 177 16209 SH SOLE 16209 0 0 BENCHMARK ELECTRS INC COM 08160H101 321 19543 SH SOLE 19543 0 0 BAKER HUGHES INC COM 057224107 2529 59362 SH SOLE 59362 0 0 BHP BILLITON LTD COM 088606108 1326 17376 SH SOLE 17376 0 0 SOTHEBYS COM 835898107 1559 42334 SH SOLE 42334 0 0 BAIDU INC SPON COM 056752108 49856 485827 SH SOLE 485827 0 0 BAIDU INC SPON OPTION 056752108 655 8567 SH PUT SOLE 8567 0 0 BAIDU INC SPON OPTION 056752108 26242 6050 SH CALL SOLE 6050 0 0 BIG LOTS INC COM 089302103 1572 47284 SH SOLE 47284 0 0 BIOGEN IDEC INC COM 09062X103 18508 329802 SH SOLE 329802 0 0 BIOGEN IDEC INC OPTION 09062X103 304 1550 SH PUT SOLE 1550 0 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 3048 66468 SH SOLE 66468 0 0 IESI BFC LTD COM 44951D108 1031 45033 SH SOLE 45033 0 0 BIO RAD LABS INC COM 090572207 678 7487 SH SOLE 7487 0 0 BIOSCRIP INC COM 09069N108 61 11847 SH SOLE 11847 0 0 BJS WHOLESALE CLUB INC COM 05548J106 866 20857 SH SOLE 20857 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 11100 424806 SH SOLE 424806 0 0 BANK OF NEW YORK MELLON CORP OPTION 064058100 1409 9722 SH CALL SOLE 9722 0 0 BURGER KING HLDGS INC COM 121208201 735 30761 SH SOLE 30761 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 212 18456 SH SOLE 18456 0 0 BROOKDALE SR LIVING INC COM 112463104 293 17986 SH SOLE 17986 0 0 BUCKLE INC COM 118440106 210 7917 SH SOLE 7917 0 0 BLACK HILLS CORP COM 092113109 1508 48318 SH SOLE 48318 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 193 13104 SH SOLE 13104 0 0 BANK MUTUAL CORP NEW COM 063750103 77 14787 SH SOLE 14787 0 0 BARNES & NOBLE INC COM 067774109 592 36490 SH SOLE 36490 0 0 BELO CORP COM SER A COM 080555105 192 30970 SH SOLE 30970 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 33 14443 SH SOLE 14443 0 0 BLACKROCK INC COM 09247X101 4101 24086 SH SOLE 24086 0 0 BLACKBAUD INC COM 09227Q100 325 13508 SH SOLE 13508 0 0 BALL CORP COM 058498106 3794 64462 SH SOLE 64462 0 0 BLOUNT INTL INC NEW COM 095180105 196 15428 SH SOLE 15428 0 0 IMMUCOR INC COM 452526106 978 49344 SH SOLE 49344 0 0 BMC SOFTWARE INC COM 055921100 5747 141971 SH SOLE 141971 0 0 BANK MONTREAL QUE COM 063671101 135278 2342483 SH SOLE 2342483 0 0 BIOMED REALTY TRUST INC COM 09063H107 1743 97257 SH SOLE 97257 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 273 12195 SH SOLE 12195 0 0 BIOMARIN PHARMACEUTICAL INC BOND CV 09061GAD3 785633 6323000 PRN SOLE 6323000 0 0 BEMIS INC COM 081437105 355 11170 SH SOLE 11170 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 11446 422212 SH SOLE 422212 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 807 11027 SH CALL SOLE 11027 0 0 BRISTOL MYERS SQUIBB CO OPTION 110122108 471 6651 SH PUT SOLE 6651 0 0 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 97 10847 SH SOLE 10847 0 0 BOWNE & CO INC COM 103043105 150 13200 SH SOLE 13200 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1103 20700 SH SOLE 20700 0 0 BOB EVANS FARMS INC COM 096761101 476 16960 SH SOLE 16960 0 0 BANK HAWAII CORP COM 062540109 2513 55953 SH SOLE 55953 0 0 BOK FINL CORP COM 05561Q201 483 10711 SH SOLE 10711 0 0 BP PLC COM 055622104 13903 337688 SH SOLE 337688 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page9 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- BP PLC OPTION 055622104 1213 3724 SH PUT SOLE 3724 0 0 BIOSANTE PHARMACEUTICALS INC COM 09065V203 30 17874 SH SOLE 17874 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 150 22898 SH SOLE 22898 0 0 BRIDGEPOINT ED INC COM 10807M105 229 14832 SH SOLE 14832 0 0 BROOKFIELD PPTYS CORP COM 112900105 5144 330395 SH SOLE 330395 0 0 POPULAR INC COM 733174106 1104 380795 SH SOLE 380795 0 0 BPZ RESOURCES INC COM 055639108 108 28300 SH SOLE 28300 0 0 BRO COM 11133T103 2132 93206 SH SOLE 93206 0 0 BRADY CORP COM 104674106 451 15455 SH SOLE 15455 0 0 BROCADE COMMUNICATIONS SYS I COM 111621306 5149 878714 SH SOLE 878714 0 0 BROADCOM CORP COM 111320107 12577 355387 SH SOLE 355387 0 0 BRE PROPERTIES INC COM 05564E106 3222 77650 SH SOLE 77650 0 0 BRF-BRASIL FOODS S A COM 10552T107 701 45121 SH SOLE 45121 0 0 BERKSHIRE HATHAWAY INC DEL COM 084670108 12450 100 SH SOLE 100 0 0 BERKSHIRE HATHAWAY INC DEL CL BCOM 084670702 61226 740519 SH SOLE 740519 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 2089 9560 SH PUT SOLE 9560 0 0 BERKSHIRE HATHAWAY INC DEL CL BOPTION 084670702 2404 4891 SH CALL SOLE 4891 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 888 88942 SH SOLE 88942 0 0 BRUKER CORP COM 116794108 363 25867 SH SOLE 25867 0 0 BROOKS AUTOMATION INC COM 114340102 148 22124 SH SOLE 22124 0 0 BROWN & BROWN INC COM 115236101 1583 78407 SH SOLE 78407 0 0 BRISTOW GROUP INC COM 110394103 393 10887 SH SOLE 10887 0 0 BRISTOW GROUP INC BOND CV 110394AC7 613700 6800000 PRN SOLE 6800000 0 0 BERRY PETE CO COM 085789105 490 15446 SH SOLE 15446 0 0 BANCO SANTANDER BRASIL S A ADS COM 05967A107 6857 497937 SH SOLE 497937 0 0 BOSTON SCIENTIFIC CORP COM 101137107 4632 755671 SH SOLE 755671 0 0 BOSTON SCIENTIFIC CORP OPTION 101137107 1841 3960 SH PUT SOLE 3960 0 0 PEABODY ENERGY CORP COM 704549104 8796 179472 SH SOLE 179472 0 0 BUCYRUS INTL INC NEW COM 118759109 2961 42703 SH SOLE 42703 0 0 FIRST BUSEY CORP COM 319383105 82 18017 SH SOLE 18017 0 0 COMPANIA DE MINAS BUENAVENTU COM 204448104 8776 194242 SH SOLE 194242 0 0 COMPANIA DE MINAS BUENAVENTU OPTION 204448104 296 1400 SH CALL SOLE 1400 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 213 7497 SH SOLE 7497 0 0 BORGWARNER INC COM 099724106 5020 95406 SH SOLE 95406 0 0 BORGWARNER INC OPTION 099724106 752 350 SH CALL SOLE 350 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 2650 124541 SH SOLE 124541 0 0 BROADWIND ENERGY INC COM 11161T108 45 24288 SH SOLE 24288 0 0 BUFFALO WILD WINGS INC COM 119848109 354 7387 SH SOLE 7387 0 0 BROWN SHOE INC NEW COM 115736100 151 13160 SH SOLE 13160 0 0 BOSTON PROPERTIES INC COM 101121101 13652 164250 SH SOLE 164250 0 0 BANCORPSOUTH INC COM 059692103 1219 85959 SH SOLE 85959 0 0 BOYD GAMING CORP COM 103304101 4146 571814 SH SOLE 571814 0 0 BALLY TECHNOLOGIES INC COM 05874B107 758 21680 SH SOLE 21680 0 0 BOISE INC COM 09746Y105 130 20004 SH SOLE 20004 0 0 BEAZER HOMES USA INC COM 07556Q105 4607 1115463 SH SOLE 1115463 0 0 CITIGROUP INC COM 172967101 278696 71277755 SH SOLE 71277755 0 0 CITIGROUP INC OPTION 172967101 1602 100253 SH CALL SOLE 100253 0 0 CITIGROUP INC OPTION 172967101 63361 691088 SH PUT SOLE 691088 0 0 CA INC COM 12673P105 5003 236897 SH SOLE 236897 0 0 CABELAS INC COM 126804301 253 13317 SH SOLE 13317 0 0 CACI INTL INC COM 127190304 880 19444 SH SOLE 19444 0 0 CAE INC COM 124765108 1422 137953 SH SOLE 137953 0 0 CONAGRA FOODS INC COM 205887102 971 44272 SH SOLE 44272 0 0 CARDINAL HEALTH INC COM 14149Y108 3095 93684 SH SOLE 93684 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page10 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CANON INC COM 138006309 201 4300 SH SOLE 4300 0 0 CAMAC ENERGY INC COM 131745101 39 12124 SH SOLE 12124 0 0 CHEESECAKE FACTORY INC COM 163072101 906 34221 SH SOLE 34221 0 0 CONTINENTAL AIRLS INC CL B COM 210795308 249 10028 SH SOLE 10028 0 0 CAL MAINE FOODS INC COM 128030202 442 15248 SH SOLE 15248 0 0 CALIPER LIFE SCIENCES INC COM 130872104 46 11436 SH SOLE 11436 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1324 30830 SH SOLE 30830 0 0 AVIS BUDGET GROUP COM 053774105 3655 313694 SH SOLE 313694 0 0 CASEYS GEN STORES INC COM 147528103 490 11732 SH SOLE 11732 0 0 CATERPILLAR INC DEL COM 149123101 42202 536372 SH SOLE 536372 0 0 CATERPILLAR INC DEL OPTION 149123101 3233 13637 SH PUT SOLE 13637 0 0 CATERPILLAR INC DEL OPTION 149123101 5573 3071 SH CALL SOLE 3071 0 0 CARDTRONICS INC COM 14161H108 155 10083 SH SOLE 10083 0 0 CATO CORP NEW COM 149205106 472 17641 SH SOLE 17641 0 0 CATHAY GENERAL BANCORP COM 149150104 525 44132 SH SOLE 44132 0 0 CAVIUM NETWORKS INC COM 14965A101 369 12827 SH SOLE 12827 0 0 CHUBB CORP COM 171232101 7371 129334 SH SOLE 129334 0 0 CINCINNATI BELL INC NEW COM 171871106 315 117908 SH SOLE 117908 0 0 COMPANHIA BRASILEIRA DE DIST S COM 20440T201 290 4201 SH SOLE 4201 0 0 COOPER INDUSTRIES PLC SHS COM G24140108 2248 45933 SH SOLE 45933 0 0 CB RICHARD ELLIS GROUP INC COM 12497T101 4943 270406 SH SOLE 270406 0 0 CHICAGO BRIDGE & IRON CO N V N COM 167250109 1452 59382 SH SOLE 59382 0 0 CHRISTOPHER & BANKS CORP COM 171046105 86 10897 SH SOLE 10897 0 0 CBL & ASSOC PPTYS INC COM 124830100 1417 108529 SH SOLE 108529 0 0 CIBER INC COM 17163B102 62 20705 SH SOLE 20705 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 600 11814 SH SOLE 11814 0 0 CBS CORP NEW CL B COM 124857202 1884 118804 SH SOLE 118804 0 0 COMMERCE BANCSHARES INC COM 200525103 1833 48768 SH SOLE 48768 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 422 18053 SH SOLE 18053 0 0 CABOT CORP COM 127055101 939 28825 SH SOLE 28825 0 0 COMMUNITY BK SYS INC COM 203607106 261 11334 SH SOLE 11334 0 0 CBIZ INC COM 124805102 101 17055 SH SOLE 17055 0 0 CALGON CARBON CORP COM 129603106 1762 121511 SH SOLE 121511 0 0 COCA COLA ENTERPRISES INC COM 191219104 1197 38614 SH SOLE 38614 0 0 CROWN CASTLE INTL CORP COM 228227104 3098 70160 SH SOLE 70160 0 0 CROWN CASTLE INTL CORP OPTION 228227104 650 4836 SH CALL SOLE 4836 0 0 CAMECO CORP COM 13321L108 14010 505243 SH SOLE 505243 0 0 CROWN HOLDINGS INC COM 228368106 1422 49625 SH SOLE 49625 0 0 CARNIVAL CORP PAIRED CTF COM 143658300 2617 68546 SH SOLE 68546 0 0 CHINA MEDIAEXPRESS HLDGS INC COM 169442100 526 51600 SH SOLE 51600 0 0 CHINA MEDIAEXPRESS HLDGS INC OPTION 169442100 239 500 SH PUT SOLE 500 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 266 8272 SH SOLE 8272 0 0 COGENT COMM GROUP INC COM 19239V302 145 15308 SH SOLE 15308 0 0 COEUR D ALENE MINES CORP IDA COM 192108504 544 27332 SH SOLE 27332 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 773 101306 SH SOLE 101306 0 0 CEDAR SHOPPING CTRS INC COM 150602209 85 13974 SH SOLE 13974 0 0 CELANESE CORP DEL COM SER A COM 150870103 1662 51787 SH SOLE 51787 0 0 CEC ENTMT INC COM 125137109 275 7999 SH SOLE 7999 0 0 CAREER EDUCATION CORP COM 141665109 1152 53677 SH SOLE 53677 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 294 13151 SH SOLE 13151 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 985 30566 SH SOLE 30566 0 0 CELGENE CORP COM 151020104 33579 582874 SH SOLE 582874 0 0 CELGENE CORP OPTION 151020104 3492 4431 SH PUT SOLE 4431 0 0 BRIGHTPOINT INC COM 109473405 171 24445 SH SOLE 24445 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page11 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CENTRAL GARDEN & PET CO COM 153527205 176 16957 SH SOLE 16957 0 0 CENTURY ALUM CO COM 156431108 345 26210 SH SOLE 26210 0 0 CNOOC LTD COM 126132109 4946 25457 SH SOLE 25457 0 0 CEPHALON INC COM 156708109 4671 74808 SH SOLE 74808 0 0 CEPHALON INC BOND CV 156708AP4 2478437 17500000 PRN SOLE 17500000 0 0 CERNER CORP COM 156782104 3185 37918 SH SOLE 37918 0 0 CERUS CORP COM 157085101 39 10059 SH SOLE 10059 0 0 CF INDS HLDGS INC COM 125269100 5533 57933 SH SOLE 57933 0 0 CAPITOL FED FINL COM 14057C106 393 15893 SH SOLE 15893 0 0 CAREFUSION CORP COM 14170T101 421 16950 SH SOLE 16950 0 0 CARDINAL FINL CORP COM 14149F109 99 10275 SH SOLE 10275 0 0 CORNERSTONE PROGRESSIVE RTN COM 21925C101 349 50706 SH SOLE 50706 0 0 CULLEN FROST BANKERS INC COM 229899109 2071 38444 SH SOLE 38444 0 0 CAPITAL GOLD CORP COM 14018Y205 76 15788 SH SOLE 15788 0 0 COGNEX CORP COM 192422103 472 17602 SH SOLE 17602 0 0 CGG VERITAS COM 204386106 554 25364 SH SOLE 25364 0 0 CHURCH & DWIGHT INC COM 171340102 2415 37194 SH SOLE 37194 0 0 CHEMED CORP NEW COM 16359R103 815 14301 SH SOLE 14301 0 0 CH ENERGY GROUP INC COM 12541M102 216 4883 SH SOLE 4883 0 0 CDC CORPORATION SHS A COM G2022L114 53 12574 SH SOLE 12574 0 0 CHESAPEAKE ENERGY CORP COM 165167107 10508 463943 SH SOLE 463943 0 0 CHESAPEAKE ENERGY CORP OPTION 165167107 312 6963 SH PUT SOLE 6963 0 0 CHESAPEAKE ENERGY CORP BOND CV 165167BW6 31878 336000 PRN SOLE 336000 0 0 CHECK POINT SOFTWARE TECH LT COM M22465104 3917 106057 SH SOLE 106057 0 0 CHINA MOBILE LIMITED COM 16941M109 844 16511 SH SOLE 16511 0 0 CHINA MOBILE LIMITED OPTION 16941M109 260 575 SH CALL SOLE 575 0 0 CHARMING SHOPPES INC COM 161133103 133 37711 SH SOLE 37711 0 0 C H ROBINSON WORLDWIDE INC COM 12541W209 6291 89977 SH SOLE 89977 0 0 C H ROBINSON WORLDWIDE INC OPTION 12541W209 584 400 SH CALL SOLE 400 0 0 CHICOS FAS INC COM 168615102 701 66626 SH SOLE 66626 0 0 CATALYST HEALTH SOLUTIONS IN COM 14888B103 1151 32703 SH SOLE 32703 0 0 CIGNA CORP COM 125509109 2952 82513 SH SOLE 82513 0 0 CITIZENS INC COM 174740100 88 12806 SH SOLE 12806 0 0 BANCOLOMBIA S A SPON COM 05968L102 2307 35144 SH SOLE 35144 0 0 CIENA CORP COM 171779309 740 47531 SH SOLE 47531 0 0 CIENA CORP BOND CV 171779AB7 20795 233000 PRN SOLE 233000 0 0 COMPANHIA ENERGETICA DE MINA SPCOM 204409601 9608 586221 SH SOLE 586221 0 0 STAR SCIENTIFIC INC COM 85517P101 52 24813 SH SOLE 24813 0 0 CHIMERA INVT CORP COM 16934Q109 2985 755810 SH SOLE 755810 0 0 CINCINNATI FINL CORP COM 172062101 2694 93472 SH SOLE 93472 0 0 CIRCOR INTL INC COM 17273K109 359 11365 SH SOLE 11365 0 0 CIT GROUP INC COM 125581801 3962 97071 SH SOLE 97071 0 0 SEACOR HOLDINGS INC COM 811904101 338 3965 SH SOLE 3965 0 0 CHECKPOINT SYS INC COM 162825103 244 11986 SH SOLE 11986 0 0 CKX INC COM 12562M106 229 46761 SH SOLE 46761 0 0 COLGATE PALMOLIVE CO COM 194162103 13720 178505 SH SOLE 178505 0 0 COLGATE PALMOLIVE CO OPTION 194162103 612 5004 SH CALL SOLE 5004 0 0 COLGATE PALMOLIVE CO OPTION 194162103 1378 3212 SH PUT SOLE 3212 0 0 CORE LABORATORIES N V COM N22717107 5755 65363 SH SOLE 65363 0 0 CLARCOR INC COM 179895107 586 15166 SH SOLE 15166 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 3976 62197 SH SOLE 62197 0 0 CORELOGIC INC COM 21871D103 1717 89604 SH SOLE 89604 0 0 CLEAN HARBORS INC COM 184496107 3356 49536 SH SOLE 49536 0 0 MACK CALI RLTY CORP COM 554489104 3120 95381 SH SOLE 95381 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page12 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CLEAN ENERGY FUELS CORP COM 184499101 168 11833 SH SOLE 11833 0 0 COLONIAL PPTYS TR COM SH BEN I COM 195872106 891 55051 SH SOLE 55051 0 0 CONTINENTAL RESOURCES INC COM 212015101 272 5862 SH SOLE 5862 0 0 CLARIENT INC COM 180489106 48 14168 SH SOLE 14168 0 0 CLEARWATER PAPER CORP COM 18538R103 771 10138 SH SOLE 10138 0 0 CLOROX CO DEL COM 189054109 2228 33379 SH SOLE 33379 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 1021 14100 SH SOLE 14100 0 0 COMERICA INC COM 200340107 2305 62056 SH SOLE 62056 0 0 COMMERCIAL METALS CO COM 201723103 816 56313 SH SOLE 56313 0 0 COMCAST CORP NEW COM 20030N101 25671 1419848 SH SOLE 1419848 0 0 COMCAST CORP NEW OPTION 20030N101 3131 41413 SH PUT SOLE 41413 0 0 COMCAST CORP NEW OPTION 20030N101 2349 18886 SH CALL SOLE 18886 0 0 COMCAST CORP NEW COM 20030N200 3013 177148 SH SOLE 177148 0 0 CME GROUP INC COM 12572Q105 7361 28262 SH SOLE 28262 0 0 CME GROUP INC OPTION 12572Q105 485 114 SH PUT SOLE 114 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1980 11510 SH SOLE 11510 0 0 CUMMINS INC COM 231021106 4412 48703 SH SOLE 48703 0 0 CUMMINS INC OPTION 231021106 330 500 SH PUT SOLE 500 0 0 CAPSTEAD MTG CORP COM NO PAR COM 14067E506 228 21010 SH SOLE 21010 0 0 COMPASS MINERALS INTL INC COM 20451N101 418 5458 SH SOLE 5458 0 0 CASUAL MALE RETAIL GRP INC COM 148711302 44 10781 SH SOLE 10781 0 0 CMS ENERGY CORP COM 125896100 455 25238 SH SOLE 25238 0 0 COMTECH TELECOMMUNICATIONS C COM 205826209 358 13091 SH SOLE 13091 0 0 CNA FINL CORP COM 126117100 203 7257 SH SOLE 7257 0 0 CENTENE CORP DEL COM 15135B101 368 15596 SH SOLE 15596 0 0 CNH GLOBAL N V SHS COM N20935206 3711 101279 SH SOLE 101279 0 0 CNH GLOBAL N V SHS OPTION N20935206 278 1285 SH CALL SOLE 1285 0 0 CANADIAN NATL RY CO COM 136375102 1850 28900 SH SOLE 28900 0 0 CINEMARK HOLDINGS INC COM 17243V102 409 25413 SH SOLE 25413 0 0 CLECO CORP NEW COM 12561W105 1469 49589 SH SOLE 49589 0 0 CNO FINL GROUP INC COM 12621E103 505 91168 SH SOLE 91168 0 0 CENTERPOINT ENERGY INC COM 15189T107 974 61940 SH SOLE 61940 0 0 CANADIAN NAT RES LTD COM 136385101 2041 58976 SH SOLE 58976 0 0 CONCUR TECHNOLOGIES INC COM 206708109 985 19933 SH SOLE 19933 0 0 CON-WAY INC COM 205944101 2906 93761 SH SOLE 93761 0 0 CONSOL ENERGY INC COM 20854P109 6806 184155 SH SOLE 184155 0 0 CONEXANT SYSTEMS INC COM 207142308 40 24244 SH SOLE 24244 0 0 COBIZ FINANCIAL INC COM 190897108 57 10250 SH SOLE 10250 0 0 CORINTHIAN COLLEGES INC COM 218868107 1485 211526 SH SOLE 211526 0 0 COMPASS DIVERSIFIED HOLDINGS S COM 20451Q104 173 10726 SH SOLE 10726 0 0 CAPITAL ONE FINL CORP COM 14040H105 9066 229223 SH SOLE 229223 0 0 CAPITAL ONE FINL CORP OPTION 14040H105 558 11055 SH PUT SOLE 11055 0 0 CABOT OIL & GAS CORP COM 127097103 567 18829 SH SOLE 18829 0 0 COGENT INC COM 19239Y108 6732 632714 SH SOLE 632714 0 0 COACH INC COM 189754104 2958 68864 SH SOLE 68864 0 0 COACH INC OPTION 189754104 262 2500 SH PUT SOLE 2500 0 0 COHERENT INC COM 192479103 350 8752 SH SOLE 8752 0 0 ROCKWELL COLLINS INC COM 774341101 5436 93320 SH SOLE 93320 0 0 COLUMBIA BKG SYS INC COM 197236102 228 11601 SH SOLE 11601 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 202 3458 SH SOLE 3458 0 0 COMVERGE INC COM 205859101 168 21364 SH SOLE 21364 0 0 COOPER COS INC COM 216648402 295 6377 SH SOLE 6377 0 0 CONOCOPHILLIPS COM 20825C104 37919 660261 SH SOLE 660261 0 0 CONOCOPHILLIPS OPTION 20825C104 2277 19922 SH PUT SOLE 19922 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page13 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CONOCOPHILLIPS OPTION 20825C104 7936 12316 SH CALL SOLE 12316 0 0 COSTCO WHSL CORP NEW COM 22160K105 12074 187219 SH SOLE 187219 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 347 4255 SH PUT SOLE 4255 0 0 COSTCO WHSL CORP NEW OPTION 22160K105 735 2150 SH CALL SOLE 2150 0 0 COVIDIEN PLC SHS COM G2554F105 4534 112818 SH SOLE 112818 0 0 CAMPBELL SOUP CO COM 134429109 9609 268776 SH SOLE 268776 0 0 CEPHEID COM 15670R107 338 18042 SH SOLE 18042 0 0 CPI INTERNATIONAL INC COM 12618M100 678 48347 SH SOLE 48347 0 0 CPFL ENERGIA S A COM 126153105 2195 31177 SH SOLE 31177 0 0 CAPELLA EDUCATION COMPANY COM 139594105 488 6292 SH SOLE 6292 0 0 CALPINE CORP COM 131347304 1133 91016 SH SOLE 91016 0 0 CORN PRODS INTL INC COM 219023108 947 25243 SH SOLE 25243 0 0 COPART INC COM 217204106 1186 35974 SH SOLE 35974 0 0 CAPSTONE TURBINE CORP COM 14067D102 54 69842 SH SOLE 69842 0 0 CAMDEN PPTY TR SH BEN INT COM 133131102 3642 75913 SH SOLE 75913 0 0 COMPUWARE CORP COM 205638109 821 96303 SH SOLE 96303 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 1460 71402 SH SOLE 71402 0 0 CHIQUITA BRANDS INTL INC COM 170032809 181 13694 SH SOLE 13694 0 0 CRANE CO COM 224399105 722 19040 SH SOLE 19040 0 0 CELERA CORP COM 15100E106 204 30264 SH SOLE 30264 0 0 CRAY INC COM 225223304 92 13912 SH SOLE 13912 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 106 117264 SH SOLE 117264 0 0 CREE INC COM 225447101 3749 69060 SH SOLE 69060 0 0 CARTER INC COM 146229109 995 37806 SH SOLE 37806 0 0 CURIS INC COM 231269101 27 19392 SH SOLE 19392 0 0 COMSTOCK RES INC COM 205768203 423 18789 SH SOLE 18789 0 0 CHARLES RIV LABS INTL INC COM 159864107 1262 38078 SH SOLE 38078 0 0 SALESFORCE COM INC COM 79466L302 6740 60283 SH SOLE 60283 0 0 SALESFORCE COM INC OPTION 79466L302 273 110 SH CALL SOLE 110 0 0 CROCS INC COM 227046109 377 29025 SH SOLE 29025 0 0 CARBO CERAMICS INC COM 140781105 475 5861 SH SOLE 5861 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 710 21070 SH SOLE 21070 0 0 CIRRUS LOGIC INC COM 172755100 422 23637 SH SOLE 23637 0 0 CARRIZO OIL & CO INC COM 144577103 218 9107 SH SOLE 9107 0 0 CARRIZO OIL & CO INC BOND CV 144577AA1 646625 7000000 PRN SOLE 7000000 0 0 CREDIT SUISSE GROUP COM 225401108 1589 37345 SH SOLE 37345 0 0 COGDELL SPENCER INC COM 19238U107 78 12271 SH SOLE 12271 0 0 COMPUTER SCIENCES CORP COM 205363104 615 13378 SH SOLE 13378 0 0 CISCO SYS INC COM 17275R102 92264 4212975 SH SOLE 4212975 0 0 CISCO SYS INC OPTION 17275R102 719 24443 SH CALL SOLE 24443 0 0 CISCO SYS INC OPTION 17275R102 13270 77532 SH PUT SOLE 77532 0 0 CAPITALSOURCE INC COM 14055X102 657 123008 SH SOLE 123008 0 0 COSTAR GROUP INC COM 22160N109 303 6217 SH SOLE 6217 0 0 CSG SYS INTL INC COM 126349109 277 15210 SH SOLE 15210 0 0 CASH AMER INTL INC COM 14754D100 320 9135 SH SOLE 9135 0 0 CARLISLE COS INC COM 142339100 612 20449 SH SOLE 20449 0 0 COINSTAR INC COM 19259P300 698 16225 SH SOLE 16225 0 0 CSX CORP COM 126408103 5119 92527 SH SOLE 92527 0 0 CINTAS CORP COM 172908105 6887 249969 SH SOLE 249969 0 0 COOPER TIRE & RUBR CO COM 216831107 609 31035 SH SOLE 31035 0 0 CELL THERAPEUTICS INC COM NO P COM 150934503 9 24286 SH SOLE 24286 0 0 CENTURYLINK INC COM 156700106 3412 86457 SH SOLE 86457 0 0 CTS CORP COM 126501105 98 10191 SH SOLE 10191 0 0 COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 15240 236391 SH SOLE 236391 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page14 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- COMMSCOPE INC COM 203372107 1065 44880 SH SOLE 44880 0 0 CITRIX SYS INC COM 177376100 9666 141650 SH SOLE 141650 0 0 CUBIC CORP COM 229669106 241 5896 SH SOLE 5896 0 0 NEURALSTEM INC COM 64127R302 30 11715 SH SOLE 11715 0 0 COUSINS PPTYS INC COM 222795106 352 49348 SH SOLE 49348 0 0 COVANTA HLDG CORP COM 22282E102 5212 330905 SH SOLE 330905 0 0 COVANTA HLDG CORP DBCV 1.000% BOND CV 22282EAA0 371523 3845000 PRN SOLE 3845000 0 0 CVB FINL CORP COM 126600105 331 44048 SH SOLE 44048 0 0 CABLEVISION SYS CORP COM 12686C109 1481 56536 SH SOLE 56536 0 0 COVANCE INC COM 222816100 1662 35530 SH SOLE 35530 0 0 CONVERGYS CORP COM 212485106 828 79271 SH SOLE 79271 0 0 COVENTRY HEALTH CARE INC COM 222862104 1117 51890 SH SOLE 51890 0 0 COMMVAULT SYSTEMS INC COM 204166102 390 14986 SH SOLE 14986 0 0 CENVEO INC COM 15670S105 104 20630 SH SOLE 20630 0 0 CVS CAREMARK CORPORATION COM 126650100 16779 533174 SH SOLE 533174 0 0 CVS CAREMARK CORPORATION OPTION 126650100 741 7998 SH PUT SOLE 7998 0 0 CVS CAREMARK CORPORATION OPTION 126650100 1515 8811 SH CALL SOLE 8811 0 0 CHEVRON CORP NEW COM 166764100 56793 700717 SH SOLE 700717 0 0 CHEVRON CORP NEW OPTION 166764100 2930 20023 SH PUT SOLE 20023 0 0 CHEVRON CORP NEW OPTION 166764100 2947 5960 SH CALL SOLE 5960 0 0 CURTISS WRIGHT CORP COM 231561101 423 13973 SH SOLE 13973 0 0 COMMONWEALTH REIT COM SH BEN I COM 203233101 1510 58985 SH SOLE 58985 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 219 5940 SH SOLE 5940 0 0 COLDWATER CREEK INC COM 193068103 175 33299 SH SOLE 33299 0 0 CEMEX SAB DE CV SPON COM 151290889 3959 465749 SH SOLE 465749 0 0 CONCHO RES INC COM 20605P101 15560 235151 SH SOLE 235151 0 0 CORRECTIONS CORP AMER NEW COM 22025Y407 1066 43208 SH SOLE 43208 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 600 47662 SH SOLE 47662 0 0 CYBERONICS INC COM 23251P102 223 8369 SH SOLE 8369 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 1501 48479 SH SOLE 48479 0 0 CYMER INC COM 232572107 336 9059 SH SOLE 9059 0 0 CITY NATL CORP COM 178566105 1473 27763 SH SOLE 27763 0 0 CYPRESS BIOSCIENCES INC PAR $ COM 232674507 652 169347 SH SOLE 169347 0 0 CYTEC INDS INC COM 232820100 1042 18474 SH SOLE 18474 0 0 CYTOKINETICS INC COM 23282W100 37 14024 SH SOLE 14024 0 0 CYTRX CORP COM 232828301 21 27923 SH SOLE 27923 0 0 CYTORI THERAPEUTICS INC COM 23283K105 52 10593 SH SOLE 10593 0 0 COSAN LTD SHS A COM G25343107 3639 313991 SH SOLE 313991 0 0 DOMINION RES INC VA NEW COM 25746U109 7441 170421 SH SOLE 170421 0 0 DAKTRONICS INC COM 234264109 121 12335 SH SOLE 12335 0 0 DELTA AIR LINES INC DEL COM 247361702 696 59814 SH SOLE 59814 0 0 DANA HLDG CORP COM 235825205 534 43306 SH SOLE 43306 0 0 DARLING INTL INC COM 237266101 1143 134110 SH SOLE 134110 0 0 DEUTSCHE BANK AG NAMEN AKT COM D18190898 484 8813 SH SOLE 8813 0 0 DIEBOLD INC COM 253651103 777 25006 SH SOLE 25006 0 0 DRESS BARN INC COM 261570105 953 40109 SH SOLE 40109 0 0 DONALDSON INC COM 257651109 1513 32093 SH SOLE 32093 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 792 165245 SH SOLE 165245 0 0 DELCATH SYS INC COM 24661P104 92 12821 SH SOLE 12821 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 22167 496806 SH SOLE 496806 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 1555 16358 SH PUT SOLE 16358 0 0 DU PONT E I DE NEMOURS & CO OPTION 263534109 1600 5378 SH CALL SOLE 5378 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 8101 721984 SH SOLE 721984 0 0 DILLARDS INC COM 254067101 318 13432 SH SOLE 13432 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page15 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DEERE & CO COM 244199105 16162 231609 SH SOLE 231609 0 0 DEERE & CO OPTION 244199105 378 2350 SH PUT SOLE 2350 0 0 DEERE & CO OPTION 244199105 410 250 SH CALL SOLE 250 0 0 DECKERS OUTDOOR CORP COM 243537107 1252 25058 SH SOLE 25058 0 0 ETABLISSEMENTS DELHAIZE FRER COM 29759W101 851 11765 SH SOLE 11765 0 0 DOUGLAS EMMETT INC COM 25960P109 1946 111150 SH SOLE 111150 0 0 DELL INC COM 24702R101 41996 3237905 SH SOLE 3237905 0 0 DELL INC OPTION 24702R101 5479 38412 SH PUT SOLE 38412 0 0 DENNYS CORP COM 24869P104 94 30199 SH SOLE 30199 0 0 DEPOMED INC COM 249908104 60 13385 SH SOLE 13385 0 0 DEX ONE CORP COM 25212W100 156 12687 SH SOLE 12687 0 0 DEAN FOODS CO NEW COM 242370104 1439 140915 SH SOLE 140915 0 0 DELPHI FINL GROUP INC COM 247131105 425 16987 SH SOLE 16987 0 0 DISCOVER FINL SVCS COM 254709108 3204 192081 SH SOLE 192081 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1197 47587 SH SOLE 47587 0 0 DOLLAR GEN CORP NEW COM 256677105 576 19694 SH SOLE 19694 0 0 DIGITALGLOBE INC COM 25389M877 368 12091 SH SOLE 12091 0 0 DG FASTCHANNEL INC COM 23326R109 236 10833 SH SOLE 10833 0 0 DUOYUAN GLOBAL WTR INC COM 266043108 1063 81560 SH SOLE 81560 0 0 QUEST DIAGNOSTICS INC COM 74834L100 827 16383 SH SOLE 16383 0 0 DWS DREMAN VAL INCOME EDGE F COM 23339M204 412 30715 SH SOLE 30715 0 0 D R HORTON INC COM 23331A109 9601 863359 SH SOLE 863359 0 0 D R HORTON INC OPTION 23331A109 3833 21295 SH PUT SOLE 21295 0 0 DANAHER CORP DEL COM 235851102 5400 132984 SH SOLE 132984 0 0 DHT HOLDINGS INC COM Y2065G105 53 12767 SH SOLE 12767 0 0 SPDR DOW JONES INDL AVRG ETF U COM 78467X109 60242 558266 SH SOLE 558266 0 0 SPDR DOW JONES INDL AVRG ETF U OPTION 78467X109 462 1000 SH CALL SOLE 1000 0 0 DINEEQUITY INC COM 254423106 242 5389 SH SOLE 5389 0 0 DIODES INC COM 254543101 442 25843 SH SOLE 25843 0 0 DISNEY WALT CO COM DISNEY COM 254687106 21985 664185 SH SOLE 664185 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 1994 20827 SH PUT SOLE 20827 0 0 DISNEY WALT CO COM DISNEY OPTION 254687106 4748 12554 SH CALL SOLE 12554 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F104 761 17470 SH SOLE 17470 0 0 DISCOVERY COMMUNICATNS NEW COM COM 25470F302 1556 40734 SH SOLE 40734 0 0 DISH NETWORK CORP COM 25470M109 4518 235172 SH SOLE 235172 0 0 DICKS SPORTING GOODS INC COM 253393102 829 29572 SH SOLE 29572 0 0 DOLBY LABORATORIES INC COM 25659T107 1548 27247 SH SOLE 27247 0 0 DEL MONTE FOODS CO COM 24522P103 752 57374 SH SOLE 57374 0 0 DIGITAL RLTY TR INC COM 253868103 5297 85853 SH SOLE 85853 0 0 DOLLAR TREE INC COM 256746108 2957 60652 SH SOLE 60652 0 0 DELUXE CORP COM 248019101 1484 77583 SH SOLE 77583 0 0 DIAMOND FOODS INC COM 252603105 267 6518 SH SOLE 6518 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 2407 32462 SH SOLE 32462 0 0 DENDREON CORP COM 24823Q107 279 6765 SH SOLE 6765 0 0 DENDREON CORP BOND CV 24823QAB3 3080625 7500000 PRN SOLE 7500000 0 0 DIONEX CORP COM 254546104 2092 24196 SH SOLE 24196 0 0 DENISON MINES CORP COM 248356107 22 13236 SH SOLE 13236 0 0 DENBURY RES INC COM 247916208 689 43331 SH SOLE 43331 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1361 20080 SH SOLE 20080 0 0 DOLE FOOD CO INC NEW COM 256603101 101 11041 SH SOLE 11041 0 0 DOVER CORP COM 260003108 775 14844 SH SOLE 14844 0 0 DOW CHEM CO COM 260543103 20320 739970 SH SOLE 739970 0 0 DOW CHEM CO OPTION 260543103 2558 17458 SH PUT SOLE 17458 0 0 DOW CHEM CO OPTION 260543103 1595 6969 SH CALL SOLE 6969 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page16 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DPL INC COM 233293109 1869 71518 SH SOLE 71518 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 700 19707 SH SOLE 19707 0 0 DELTA PETE CORP COM 247907207 43 54168 SH SOLE 54168 0 0 DELTA PETE CORP BOND CV 247907AD0 236 3000 PRN SOLE 3000 0 0 DOMINOS PIZZA INC COM 25754A201 748 56585 SH SOLE 56585 0 0 DRESSER-RAND GROUP INC COM 261608103 4553 123416 SH SOLE 123416 0 0 DUKE REALTY CORP COM 264411505 9213 794942 SH SOLE 794942 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1272 134051 SH SOLE 134051 0 0 DARDEN RESTAURANTS INC COM 237194105 5313 124196 SH SOLE 124196 0 0 DIGITAL RIV INC COM 25388B104 709 20821 SH SOLE 20821 0 0 DRIL-QUIP INC COM 262037104 4180 67299 SH SOLE 67299 0 0 DURECT CORP COM 266605104 66 25996 SH SOLE 25996 0 0 DRYSHIPS INC SHS COM Y2109Q101 95 19800 SH SOLE 19800 0 0 DRUGSTORE COM INC COM 262241102 45 23291 SH SOLE 23291 0 0 DST SYS INC DEL COM 233326107 1186 26456 SH SOLE 26456 0 0 DIANA SHIPPING INC COM Y2066G104 193 15177 SH SOLE 15177 0 0 DTE ENERGY CO COM 233331107 4970 108218 SH SOLE 108218 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 485 9664 SH SOLE 9664 0 0 DTS INC COM 23335C101 201 5276 SH SOLE 5276 0 0 DIRECTV COM COM 25490A101 18047 433500 SH SOLE 433500 0 0 DIRECTV COM OPTION 25490A101 421 3389 SH PUT SOLE 3389 0 0 DIRECTV COM OPTION 25490A101 1103 3374 SH CALL SOLE 3374 0 0 DUKE ENERGY CORP NEW COM 26441C105 4355 245902 SH SOLE 245902 0 0 DEVRY INC DEL COM 251893103 775 15741 SH SOLE 15741 0 0 DAVITA INC COM 23918K108 801 11604 SH SOLE 11604 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 33 18167 SH SOLE 18167 0 0 DEVON ENERGY CORP NEW COM 25179M103 10964 169360 SH SOLE 169360 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 226 1700 SH PUT SOLE 1700 0 0 DEVON ENERGY CORP NEW OPTION 25179M103 700 4595 SH CALL SOLE 4595 0 0 CAL DIVE INTL INC DEL COM 12802T101 155 28267 SH SOLE 28267 0 0 ISHARES TR DJ SEL DIV INX COM 464287168 103048 2200000 SH SOLE 2200000 0 0 DREAMWORKS ANIMATION SKG INC COM 26153C103 812 25455 SH SOLE 25455 0 0 DAWSON GEOPHYSICAL CO COM 239359102 202 7581 SH SOLE 7581 0 0 DEXCOM INC COM 252131107 214 16190 SH SOLE 16190 0 0 DYCOM INDS INC COM 267475101 115 11537 SH SOLE 11537 0 0 DYAX CORP COM 26746E103 63 26766 SH SOLE 26766 0 0 DYNEGY INC DEL COM 26817G300 619 127143 SH SOLE 127143 0 0 ENI S P A COM 26874R108 310 7178 SH SOLE 7178 0 0 BRINKER INTL INC COM 109641100 652 34545 SH SOLE 34545 0 0 EBAY INC COM 278642103 26522 1086973 SH SOLE 1086973 0 0 EBAY INC OPTION 278642103 1562 36973 SH PUT SOLE 36973 0 0 EBAY INC OPTION 278642103 2063 6755 SH CALL SOLE 6755 0 0 EBIX INC COM 278715206 211 8995 SH SOLE 8995 0 0 CENTRAIS ELETRICAS BRASILEIR COM 15234Q207 940 73121 SH SOLE 73121 0 0 ECOPETROL S A COM 279158109 1908 45703 SH SOLE 45703 0 0 ECOLAB INC COM 278865100 1918 37802 SH SOLE 37802 0 0 CONSOLIDATED EDISON INC COM 209115104 7828 162335 SH SOLE 162335 0 0 EMPIRE DIST ELEC CO COM 291641108 235 11641 SH SOLE 11641 0 0 EDUCATION RLTY TR INC COM 28140H104 111 15592 SH SOLE 15592 0 0 EL PASO ELEC CO COM 283677854 376 15799 SH SOLE 15799 0 0 EURONET WORLDWIDE INC COM 298736109 292 16220 SH SOLE 16220 0 0 ISHARES TR MSCI EMERG MKT COM 464287234 365439 8162585 SH SOLE 8162585 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 22114 35573 SH CALL SOLE 35573 0 0 ISHARES TR MSCI EMERG MKT OPTION 464287234 8640 61240 SH PUT SOLE 61240 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page17 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ISHARES TR MSCI EAFE IDX COM 464287465 96372 1754771 SH SOLE 1754771 0 0 ISHARES TR MSCI EAFE IDX OPTION 464287465 3580 1900 SH CALL SOLE 1900 0 0 ISHARES TR MSCI EAFE IDX OPTION 464287465 1565 6041 SH PUT SOLE 6041 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 172 14198 SH SOLE 14198 0 0 EQUIFAX INC COM 294429105 2513 80535 SH SOLE 80535 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 97 18564 SH SOLE 18564 0 0 ENERGEN CORP COM 29265N108 1760 38496 SH SOLE 38496 0 0 NIC INC COM 62914B100 136 16464 SH SOLE 16464 0 0 EASTGROUP PPTY INC COM 277276101 782 20912 SH SOLE 20912 0 0 VAALCO ENERGY INC COM 91851C201 227 39530 SH SOLE 39530 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 163 12834 SH SOLE 12834 0 0 EMPLOYERS HOLDINGS INC COM 292218104 17593 1115606 SH SOLE 1115606 0 0 EDISON INTL COM 281020107 1085 31562 SH SOLE 31562 0 0 EASTMAN KODAK CO COM 277461109 11224 2672388 SH SOLE 2672388 0 0 EASTMAN KODAK CO OPTION 277461109 209 7993 SH CALL SOLE 7993 0 0 EASTMAN KODAK CO OPTION 277461109 10607 25652 SH PUT SOLE 25652 0 0 LAUDER ESTEE COS INC COM 518439104 1333 21076 SH SOLE 21076 0 0 ENDOLOGIX INC COM 29266S106 56 12251 SH SOLE 12251 0 0 EARTHLINK INC COM 270321102 1367 150401 SH SOLE 150401 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1227 22527 SH SOLE 22527 0 0 EMULEX CORP COM 292475209 261 25044 SH SOLE 25044 0 0 CALLAWAY GOLF CO COM 131193104 287 40998 SH SOLE 40998 0 0 ISHARES TR JPMORGAN USD COM 464288281 369 3315 SH SOLE 3315 0 0 E M C CORP MASS COM 268648102 24751 1218659 SH SOLE 1218659 0 0 E M C CORP MASS OPTION 268648102 1765 4280 SH CALL SOLE 4280 0 0 E M C CORP MASS BOND CV 268648AM4 2883656 20953000 PRN SOLE 20953000 0 0 E M C CORP MASS BOND CV 268648AK8 262500 2000000 PRN SOLE 2000000 0 0 EMCOR GROUP INC COM 29084Q100 1096 44567 SH SOLE 44567 0 0 TEMPLETON EMERGING MKTS FD I COM 880191101 594 27104 SH SOLE 27104 0 0 EASTMAN CHEM CO COM 277432100 3702 50032 SH SOLE 50032 0 0 EMERSON ELEC CO COM 291011104 6963 132219 SH SOLE 132219 0 0 EMERSON ELEC CO OPTION 291011104 375 1543 SH PUT SOLE 1543 0 0 EMERSON ELEC CO OPTION 291011104 1107 739 SH CALL SOLE 739 0 0 EMERGENCY MEDICAL SVCS CORP COM 29100P102 512 9616 SH SOLE 9616 0 0 ENBRIDGE INC COM 29250N105 0 17523 SH SOLE 17523 0 0 ENDEAVOUR INTL CORP COM 29259G101 45 34956 SH SOLE 34956 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2815 84697 SH SOLE 84697 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 102 20285 SH SOLE 20285 0 0 ENDURANCE SPECIALTY HLDGS LT S COM G30397106 709 17813 SH SOLE 17813 0 0 ENERSIS S A COM 29274F104 3009 128003 SH SOLE 128003 0 0 REED ELSEVIER N V SPONS COM 758204200 1616 64165 SH SOLE 64165 0 0 ENERNOC INC COM 292764107 496 15812 SH SOLE 15812 0 0 ENERGIZER HLDGS INC COM 29266R108 2525 37562 SH SOLE 37562 0 0 ENERSYS COM 29275Y102 364 14563 SH SOLE 14563 0 0 ENTEGRIS INC COM 29362U104 185 39512 SH SOLE 39512 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 197 20514 SH SOLE 20514 0 0 ENZO BIOCHEM INC COM 294100102 38 10104 SH SOLE 10104 0 0 ENZON PHARMACEUTICALS INC COM 293904108 164 14568 SH SOLE 14568 0 0 EMPRESA NACIONAL DE ELCTRCID COM 29244T101 238 4400 SH SOLE 4400 0 0 EOG RES INC COM 26875P101 2835 30495 SH SOLE 30495 0 0 EOG RES INC OPTION 26875P101 373 880 SH PUT SOLE 880 0 0 EOG RES INC OPTION 26875P101 433 686 SH CALL SOLE 686 0 0 EL PASO CORP COM 28336L109 4405 355791 SH SOLE 355791 0 0 EL PASO CORP OPTION 28336L109 301 3900 SH PUT SOLE 3900 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page18 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ENTERPRISE PRODS PARTNERS L COM 293792107 253 6369 SH SOLE 6369 0 0 EPICOR SOFTWARE CORP COM 29426L108 132 15144 SH SOLE 15144 0 0 EPIQ SYS INC COM 26882D109 146 11880 SH SOLE 11880 0 0 ISHARES INC MSCI PAC J IDX COM 464286665 753 17000 SH SOLE 17000 0 0 ENTERTAINMENT PPTYS TR COM SH COM 29380T105 1564 36216 SH SOLE 36216 0 0 EQUINIX INC COM 29444U502 1751 17107 SH SOLE 17107 0 0 EQUINIX INC BOND CV 29444UAF3 538125 5000000 PRN SOLE 5000000 0 0 EQUINIX INC BOND CV 29444UAG1 275938 2500000 PRN SOLE 2500000 0 0 EQUITY RESIDENTIAL SH BEN INT COM 29476L107 12273 257999 SH SOLE 257999 0 0 EQT CORP COM 26884L109 592 16418 SH SOLE 16418 0 0 EQUITY ONE COM 294752100 329 19484 SH SOLE 19484 0 0 ERESEARCHTECHNOLOGY INC COM 29481V108 107 14293 SH SOLE 14293 0 0 ERICSSON L M TEL CO COM 294821608 1242 113200 SH SOLE 113200 0 0 ERIE INDTY CO COM 29530P102 647 11548 SH SOLE 11548 0 0 ENERGY RECOVERY INC COM 29270J100 39 10930 SH SOLE 10930 0 0 EMBRAER-EMPRESA BRASILEIRA D SPCOM 29081M102 854 30094 SH SOLE 30094 0 0 ELECTRONIC ARTS INC COM 285512109 4126 250831 SH SOLE 250831 0 0 ENERGYSOLUTIONS INC COM 292756202 977 194160 SH SOLE 194160 0 0 EMERITUS CORP COM 291005106 229 13430 SH SOLE 13430 0 0 WESTERN ASSET EMRG MKT DEBT COM 95766A101 1550 81261 SH SOLE 81261 0 0 ESCO TECHNOLOGIES INC COM 296315104 268 8050 SH SOLE 8050 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 2735 38922 SH SOLE 38922 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 557 9739 SH SOLE 9739 0 0 EVERGREEN SOLAR INC COM 30033R108 43 58377 SH SOLE 58377 0 0 EXPRESS SCRIPTS INC COM 302182100 16394 336625 SH SOLE 336625 0 0 ESSEX PPTY TR INC COM 297178105 3970 36274 SH SOLE 36274 0 0 ENSCO PLC COM 29358Q109 30867 690079 SH SOLE 690079 0 0 E TRADE FINANCIAL CORP COM 269246401 1232 84568 SH SOLE 84568 0 0 EATON VANCE RISK MNGD DIV EQ COM 27829G106 415 29837 SH SOLE 29837 0 0 EATON CORP COM 278058102 1697 20571 SH SOLE 20571 0 0 ENTERGY CORP NEW COM 29364G103 7857 102666 SH SOLE 102666 0 0 EATON VANCE CORP COM NON VTG COM 278265103 3562 122675 SH SOLE 122675 0 0 ENTRAVISION COMMUNICATIONS C COM 29382R107 25 12355 SH SOLE 12355 0 0 EATON VANCE SR INCOME TR SH BE COM 27826S103 550 79960 SH SOLE 79960 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 657 40000 SH SOLE 40000 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 3739 55758 SH SOLE 55758 0 0 ISHARES INC MSCI AUSTRALIA COM 464286103 1719 72390 SH SOLE 72390 0 0 EAST WEST BANCORP INC COM 27579R104 950 58341 SH SOLE 58341 0 0 ISHARES INC MSCI HONG KONG COM 464286871 5084 280251 SH SOLE 280251 0 0 ISHARES INC MSCI JAPAN COM 464286848 647 65431 SH SOLE 65431 0 0 ISHARES INC MSCI JAPAN OPTION 464286848 1068 45000 SH CALL SOLE 45000 0 0 ISHARES INC MSCI MALAYSIA COM 464286830 1491 108550 SH SOLE 108550 0 0 ISHARES INC MSCI TAIWAN COM 464286731 1675 123583 SH SOLE 123583 0 0 ISHARES INC MSCI UTD KINGD COM 464286699 313 19118 SH SOLE 19118 0 0 ISHARES INC MSCI MEX INVEST COM 464286822 48776 920481 SH SOLE 920481 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 4262 3766 SH CALL SOLE 3766 0 0 ISHARES INC MSCI MEX INVEST OPTION 464286822 2288 7252 SH PUT SOLE 7252 0 0 ISHARES INC MSCI S KOREA COM 464286772 649 12137 SH SOLE 12137 0 0 ISHARES INC MSCI BRAZIL COM 464286400 238230 3095981 SH SOLE 3095981 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 33680 37205 SH CALL SOLE 37205 0 0 ISHARES INC MSCI BRAZIL OPTION 464286400 21238 48094 SH PUT SOLE 48094 0 0 EXAR CORP COM 300645108 66 11063 SH SOLE 11063 0 0 CORPORATE EXECUTIVE BRD CO COM 21988R102 595 18845 SH SOLE 18845 0 0 EXELON CORP COM 30161N101 9700 227816 SH SOLE 227816 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page19 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- EXELIXIS INC COM 30161Q104 129 32984 SH SOLE 32984 0 0 EATON VANCE TAX MNG GBL DV E COM 27829F108 954 87204 SH SOLE 87204 0 0 EXTERRAN HLDGS INC COM 30225X103 612 26970 SH SOLE 26970 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 58 10286 SH SOLE 10286 0 0 EXPEDITORS INTL WASH INC COM 302130109 4531 98019 SH SOLE 98019 0 0 EXPEDIA INC DEL COM 30212P105 7024 248812 SH SOLE 248812 0 0 EXTRA SPACE STORAGE INC COM 30225T102 384 23942 SH SOLE 23942 0 0 EXTREME NETWORKS INC COM 30226D106 82 26376 SH SOLE 26376 0 0 ENERGY XXI (BERMUDA) LTD USD U COM G10082140 343 14830 SH SOLE 14830 0 0 ISHARES INC MSCI STH AFRCA COM 464286780 3513 52254 SH SOLE 52254 0 0 EZCORP INC COM 302301106 298 14888 SH SOLE 14888 0 0 FORD MTR CO DEL PAR $0.01 COM 345370860 41734 3409664 SH SOLE 3409664 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 4858 113319 SH PUT SOLE 113319 0 0 FORD MTR CO DEL PAR $0.01 OPTION 345370860 6084 35550 SH CALL SOLE 35550 0 0 FORD MTR CO DEL BOND CV 345370CF5 726741 4898000 PRN SOLE 4898000 0 0 FORD MTR CO DEL *W EXP 01/01/2 COM 345370134 3009 701500 SH SOLE 701500 0 0 FIRST AMERN FINL CORP COM 31847R102 839 56174 SH SOLE 56174 0 0 DIREXION SHS ETF TR DLY FIN BU COM 25459W516 10670 500000 SH SOLE 500000 0 0 FASTENAL CO COM 311900104 4677 87930 SH SOLE 87930 0 0 FLAGSTAR BANCORP INC COM 337930507 25 13739 SH SOLE 13739 0 0 FBR CAPITAL MARKETS CORP COM 30247C301 51 16214 SH SOLE 16214 0 0 FURNITURE BRANDS INTL INC COM 360921100 96 17900 SH SOLE 17900 0 0 FIRST BANCORP P R COM 318672102 22 78626 SH SOLE 78626 0 0 FIBRIA CELULOSE S A SP COM 31573A109 426 24654 SH SOLE 24654 0 0 FOREST CITY ENTERPRISES INC COM 345550107 1577 122881 SH SOLE 122881 0 0 FUELCELL ENERGY INC COM 35952H106 38 30971 SH SOLE 30971 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 214 39346 SH SOLE 39346 0 0 FIRST CASH FINL SVCS INC COM 31942D107 274 9878 SH SOLE 9878 0 0 FELCOR LODGING TR INC COM 31430F101 4258 925599 SH SOLE 925599 0 0 FTI CONSULTING INC COM 302941109 648 18675 SH SOLE 18675 0 0 FIRST CTZNS BANCSHARES INC N COM 31946M103 378 2038 SH SOLE 2038 0 0 ABERDEEN GLOBAL INCOME FD IN COM 003013109 140 11210 SH SOLE 11210 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 447 47604 SH SOLE 47604 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 18663 218557 SH SOLE 218557 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 3056 11540 SH PUT SOLE 11540 0 0 FREEPORT-MCMORAN COPPER & GO OPTION 35671D857 7161 2639 SH CALL SOLE 2639 0 0 FAMILY DLR STORES INC COM 307000109 1885 42682 SH SOLE 42682 0 0 FRESH DEL MONTE PRODUCE INC COM G36738105 270 12456 SH SOLE 12456 0 0 FACTSET RESH SYS INC COM 303075105 2497 30778 SH SOLE 30778 0 0 FEDEX CORP COM 31428X106 10486 122641 SH SOLE 122641 0 0 FEDEX CORP OPTION 31428X106 535 2819 SH PUT SOLE 2819 0 0 FIRSTENERGY CORP COM 337932107 1247 32355 SH SOLE 32355 0 0 FEI CO COM 30241L109 241 12329 SH SOLE 12329 0 0 FRANKLIN ELEC INC COM 353514102 294 8874 SH SOLE 8874 0 0 FIRST FINL BANCORP OH COM 320209109 285 17108 SH SOLE 17108 0 0 FIRST FINL BANKSHARES COM 32020R109 323 6879 SH SOLE 6879 0 0 F5 NETWORKS INC COM 315616102 4251 40949 SH SOLE 40949 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 9252 586292 SH SOLE 586292 0 0 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 3701 255765 SH SOLE 255765 0 0 FIRST HORIZON NATL CORP COM 320517105 1088 95328 SH SOLE 95328 0 0 FAIR ISAAC CORP COM 303250104 572 23207 SH SOLE 23207 0 0 FEDERATED INVS INC PA CL B COM 314211103 727 31926 SH SOLE 31926 0 0 FINISH LINE INC COM 317923100 349 25093 SH SOLE 25093 0 0 SOURCEFIRE INC COM 83616T108 225 7800 SH SOLE 7800 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page20 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FIDELITY NATL INFORMATION SV COM 31620M106 7204 265521 SH SOLE 265521 0 0 FIDELITY NATL INFORMATION SV OPTION 31620M106 436 562 SH PUT SOLE 562 0 0 FISERV INC COM 337738108 9873 183447 SH SOLE 183447 0 0 FIFTH THIRD BANCORP COM 316773100 4911 408194 SH SOLE 408194 0 0 FIFTH THIRD BANCORP OPTION 316773100 270 1956 SH PUT SOLE 1956 0 0 COMFORT SYS USA INC COM 199908104 123 11485 SH SOLE 11485 0 0 FOOT LOCKER INC COM 344849104 5504 378836 SH SOLE 378836 0 0 FLEXTRONICS INTL LTD COM Y2573F102 4512 747091 SH SOLE 747091 0 0 FLIR SYS INC COM 302445101 10535 409938 SH SOLE 409938 0 0 FLOWERS FOODS INC COM 343498101 645 25967 SH SOLE 25967 0 0 FLOW INTL CORP COM 343468104 37 14164 SH SOLE 14164 0 0 FLUOR CORP NEW COM 343412102 879 17737 SH SOLE 17737 0 0 FLOWSERVE CORP COM 34354P105 498 4550 SH SOLE 4550 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 275 23826 SH SOLE 23826 0 0 F M C CORP COM 302491303 399 5831 SH SOLE 5831 0 0 FIRST MARBLEHEAD CORP COM 320771108 39 16569 SH SOLE 16569 0 0 FIRSTMERIT CORP COM 337915102 1310 71522 SH SOLE 71522 0 0 FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 771 39800 SH SOLE 39800 0 0 FRESENIUS MED CARE AG&CO KGA COM 358029106 879 14238 SH SOLE 14238 0 0 FOMENTO ECONOMICO MEXICANO S S COM 344419106 1420 28000 SH SOLE 28000 0 0 FNB CORP PA COM 302520101 664 77627 SH SOLE 77627 0 0 FIDELITY NATIONAL FINANCIAL COM 31620R105 2732 173881 SH SOLE 173881 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 1795 154093 SH SOLE 154093 0 0 FINISAR CORP COM 31787A507 416 22162 SH SOLE 22162 0 0 FORTUNE BRANDS INC COM 349631101 1682 34169 SH SOLE 34169 0 0 FERRO CORP COM 315405100 334 25898 SH SOLE 25898 0 0 FORESTAR GROUP INC COM 346233109 493 28906 SH SOLE 28906 0 0 FORMFACTOR INC COM 346375108 130 15098 SH SOLE 15098 0 0 FOSSIL INC COM 349882100 1282 23842 SH SOLE 23842 0 0 FIRST POTOMAC RLTY TR COM 33610F109 223 14838 SH SOLE 14838 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 80 15828 SH SOLE 15828 0 0 FREDS INC COM 356108100 139 11821 SH SOLE 11821 0 0 FRONTEER GOLD INC COM 359032109 1401 195125 SH SOLE 195125 0 0 FRONTEER GOLD INC OPTION 359032109 424 3850 SH PUT SOLE 3850 0 0 FURMANITE CORPORATION COM 361086101 52 10678 SH SOLE 10678 0 0 FORCE PROTECTION INC COM 345203202 105 20905 SH SOLE 20905 0 0 FEDERAL REALTY INVT TR SH BEN COM 313747206 6851 83900 SH SOLE 83900 0 0 FOREST LABS INC COM 345838106 3218 104032 SH SOLE 104032 0 0 FIFTH STREET FINANCE CORP COM 31678A103 179 16100 SH SOLE 16100 0 0 FIRST SOLAR INC COM 336433107 15693 106503 SH SOLE 106503 0 0 FIRST SOLAR INC OPTION 336433107 433 620 SH CALL SOLE 620 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 688 55380 SH SOLE 55380 0 0 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 168 15835 SH SOLE 15835 0 0 FEDERAL SIGNAL CORP COM 313855108 93 17236 SH SOLE 17236 0 0 FOREST OIL CORP PAR $0.01 COM 346091705 5418 182437 SH SOLE 182437 0 0 FUEL SYS SOLUTIONS INC COM 35952W103 437 11182 SH SOLE 11182 0 0 FRANCE TELECOM COM 35177Q105 2321 107781 SH SOLE 107781 0 0 FMC TECHNOLOGIES INC COM 30249U101 1526 22347 SH SOLE 22347 0 0 FORTINET INC COM 34959E109 315 12591 SH SOLE 12591 0 0 FRONTIER OIL CORP COM 35914P105 750 55995 SH SOLE 55995 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 2129 260571 SH SOLE 260571 0 0 FRONTIER COMMUNICATIONS CORP OPTION 35906A108 629 24610 SH PUT SOLE 24610 0 0 FRONTIER COMMUNICATIONS CORP OPTION 35906A108 9173 20598 SH CALL SOLE 20598 0 0 FIBERTOWER CORP COM 31567R209 54 12756 SH SOLE 12756 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page21 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- FULLER H B CO COM 359694106 297 14931 SH SOLE 14931 0 0 FULTON FINL CORP PA COM 360271100 1110 122505 SH SOLE 122505 0 0 FOSTER WHEELER AG COM H27178104 3642 148913 SH SOLE 148913 0 0 FORWARD AIR CORP COM 349853101 323 12412 SH SOLE 12412 0 0 FX ENERGY INC COM 302695101 187 45173 SH SOLE 45173 0 0 ISHARES TR FTSE XNHUA IDX COM 464287184 27788 648940 SH SOLE 648940 0 0 ISHARES TR FTSE XNHUA IDX OPTION 464287184 1919 3643 SH CALL SOLE 3643 0 0 ISHARES TR FTSE XNHUA IDX OPTION 464287184 1975 34020 SH PUT SOLE 34020 0 0 GABELLI EQUITY TR INC COM 362397101 1594 316981 SH SOLE 316981 0 0 GENERAL AMERN INVS INC COM 368802104 1659 68062 SH SOLE 68062 0 0 NICOR INC COM 654086107 1230 26853 SH SOLE 26853 0 0 GLACIER BANCORP INC NEW COM 37637Q105 307 21060 SH SOLE 21060 0 0 GREAT BASIN GOLD LTD COM 390124105 37 15300 SH SOLE 15300 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 60 14623 SH SOLE 14623 0 0 GANNETT INC COM 364730101 800 65435 SH SOLE 65435 0 0 GENESCO INC COM 371532102 215 7212 SH SOLE 7212 0 0 GENERAL DYNAMICS CORP COM 369550108 4533 72177 SH SOLE 72177 0 0 GARDNER DENVER INC COM 365558105 1118 20820 SH SOLE 20820 0 0 GOODRICH PETE CORP COM 382410405 476 32641 SH SOLE 32641 0 0 GABELLI DIVD & INCOME TR COM 36242H104 251 18000 SH SOLE 18000 0 0 MARKET VECTORS ETF TR GOLD MIN COM 57060U100 6182 110535 SH SOLE 110535 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 3505 6961 SH CALL SOLE 6961 0 0 MARKET VECTORS ETF TR GOLD MIN OPTION 57060U100 1020 5368 SH PUT SOLE 5368 0 0 GENERAL ELECTRIC CO COM 369604103 110773 6816829 SH SOLE 6816829 0 0 GENERAL ELECTRIC CO OPTION 369604103 2558 9300 SH CALL SOLE 9300 0 0 GENERAL ELECTRIC CO OPTION 369604103 6822 63700 SH CALL SOLE 63700 0 0 GENERAL ELECTRIC CO OPTION 369604103 23382 190829 SH PUT SOLE 190829 0 0 GREIF INC COM 397624107 833 14161 SH SOLE 14161 0 0 GENZYME CORP COM 372917104 32970 465742 SH SOLE 465742 0 0 GENZYME CORP OPTION 372917104 258 2557 SH PUT SOLE 2557 0 0 GENZYME CORP OPTION 372917104 1419 3600 SH CALL SOLE 3600 0 0 GEO GROUP INC COM 36159R103 443 18986 SH SOLE 18986 0 0 GEOEYE INC COM 37250W108 258 6379 SH SOLE 6379 0 0 GERON CORP COM 374163103 160 29012 SH SOLE 29012 0 0 GUESS INC COM 401617105 922 22691 SH SOLE 22691 0 0 GAYLORD ENTMT CO NEW COM 367905106 344 11267 SH SOLE 11267 0 0 GAFISA S A SPONS COM 362607301 3094 199751 SH SOLE 199751 0 0 GRIFFON CORP COM 398433102 187 15309 SH SOLE 15309 0 0 GOLD FIELDS LTD NEW COM 38059T106 3126 204712 SH SOLE 204712 0 0 GFI GROUP INC COM 361652209 93 20059 SH SOLE 20059 0 0 GOLDCORP INC NEW COM 380956409 7439 170937 SH SOLE 170937 0 0 GOLDCORP INC NEW OPTION 380956409 898 2960 SH CALL SOLE 2960 0 0 GOLDCORP INC NEW OPTION 380956409 993 13050 SH PUT SOLE 13050 0 0 GERDAU S A COM 373737105 32451 2384381 SH SOLE 2384381 0 0 GERDAU S A OPTION 373737105 271 4220 SH PUT SOLE 4220 0 0 GEORGIA GULF CORP COM PAR$0.01 COM 373200302 164 10044 SH SOLE 10044 0 0 GRACO INC COM 384109104 681 21471 SH SOLE 21471 0 0 GABELLI GLB GLD NAT RES & IN C COM 36244N109 1160 66475 SH SOLE 66475 0 0 GENERAL GROWTH PPTYS INC COM 370021107 199482 12787276 SH SOLE 12787276 0 0 GREENHILL & CO INC COM 395259104 1443 18192 SH SOLE 18192 0 0 GROUPE CGI INC COM 39945C109 2058 136911 SH SOLE 136911 0 0 GILEAD SCIENCES INC COM 375558103 31823 893666 SH SOLE 893666 0 0 GILEAD SCIENCES INC OPTION 375558103 1980 4145 SH PUT SOLE 4145 0 0 GILEAD SCIENCES INC BOND CV 375558AH6 854828 7780000 PRN SOLE 7780000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page22 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- GENERAL MLS INC COM 370334104 2207 60411 SH SOLE 60411 0 0 GLOBAL INDS LTD COM 379336100 168 30694 SH SOLE 30694 0 0 GLOBAL INDS LTD DBCV 2.750% 8/0BOND CV 379336AE0 26391 375000 PRN SOLE 375000 0 0 GLEACHER & CO INC COM 377341102 34 21305 SH SOLE 21305 0 0 SPDR GOLD TRUST GOLD SHS COM 78463V107 178273 1393741 SH SOLE 1393741 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 11064 11325 SH CALL SOLE 11325 0 0 SPDR GOLD TRUST GOLD SHS OPTION 78463V107 4063 29032 SH PUT SOLE 29032 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 116 19897 SH SOLE 19897 0 0 GLG PARTNERS INC COM 37929X107 221 49165 SH SOLE 49165 0 0 GREENLIGHT CAPITAL RE LTD CLAS COM G4095J109 209 8364 SH SOLE 8364 0 0 GLATFELTER COM 377316104 168 13825 SH SOLE 13825 0 0 CORNING INC COM 219350105 3768 206125 SH SOLE 206125 0 0 CORNING INC OPTION 219350105 522 3000 SH CALL SOLE 3000 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 2410 77281 SH SOLE 77281 0 0 GREEN MTN COFFEE ROASTERS IN OPTION 393122106 275 528 SH CALL SOLE 528 0 0 GAMESTOP CORP NEW COM 36467W109 1066 54063 SH SOLE 54063 0 0 GENERAL MOLY INC COM 370373102 71 19354 SH SOLE 19354 0 0 GENERAL MARITIME CORP NEW SHS COM Y2693R101 107 21844 SH SOLE 21844 0 0 GATX CORP COM 361448103 460 15687 SH SOLE 15687 0 0 GMX RES INC COM 38011M108 73 14973 SH SOLE 14973 0 0 GENERAL COMMUNICATION INC COM 369385109 124 12389 SH SOLE 12389 0 0 GENTEX CORP COM 371901109 1002 51298 SH SOLE 51298 0 0 GENWORTH FINL INC COM COM 37247D106 4707 385228 SH SOLE 385228 0 0 GOL LINHAS AEREAS INTLG S A SP COM 38045R107 3531 224600 SH SOLE 224600 0 0 RANDGOLD RES LTD OPTION 752344309 1400 900 SH CALL SOLE 900 0 0 GOOGLE INC COM 38259P508 203991 387971 SH SOLE 387971 0 0 GOOGLE INC OPTION 38259P508 5080 956 SH CALL SOLE 956 0 0 GOOGLE INC OPTION 38259P508 7682 6634 SH PUT SOLE 6634 0 0 GOVERNMENT PPTYS INCOME TR COM COM 38376A103 333 12488 SH SOLE 12488 0 0 GENUINE PARTS CO COM 372460105 1565 35088 SH SOLE 35088 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 219 7337 SH SOLE 7337 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 109 32764 SH SOLE 32764 0 0 GLOBAL PMTS INC COM 37940X102 2489 58032 SH SOLE 58032 0 0 GEN-PROBE INC NEW COM 36866T103 804 16584 SH SOLE 16584 0 0 GAP INC DEL COM 364760108 3825 205214 SH SOLE 205214 0 0 GOODRICH CORP COM 382388106 712 9651 SH SOLE 9651 0 0 GRACE W R & CO DEL NEW COM 38388F108 1874 67067 SH SOLE 67067 0 0 GARMIN LTD SHS COM H2906T109 5163 170103 SH SOLE 170103 0 0 GARMIN LTD SHS OPTION H2906T109 218 1593 SH PUT SOLE 1593 0 0 GLIMCHER RLTY TR SH BEN INT COM 379302102 133 21614 SH SOLE 21614 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 177044 1224539 SH SOLE 1224539 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 1109 1809 SH CALL SOLE 1809 0 0 GOLDMAN SACHS GROUP INC OPTION 38141G104 28375 20271 SH PUT SOLE 20271 0 0 GLOBALSTAR INC COM 378973408 31 17710 SH SOLE 17710 0 0 GSI COMMERCE INC COM 36238G102 827 33494 SH SOLE 33494 0 0 GLAXOSMITHKLINE PLC COM 37733W105 5220 132086 SH SOLE 132086 0 0 GLOBE SPECIALTY METALS INC COM 37954N206 407 28986 SH SOLE 28986 0 0 GOLDEN STAR RES LTD CDA COM 38119T104 381 77307 SH SOLE 77307 0 0 GASTAR EXPL LTD COM 367299203 173 43032 SH SOLE 43032 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 908 84444 SH SOLE 84444 0 0 GOODYEAR TIRE & RUBR CO OPTION 382550101 281 1250 SH PUT SOLE 1250 0 0 GRAN TIERRA ENERGY INC COM 38500T101 443 57336 SH SOLE 57336 0 0 GRAFTECH INTL LTD COM 384313102 625 39980 SH SOLE 39980 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 374 17120 SH SOLE 17120 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page23 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CHART INDS INC PAR $0.01 COM 16115Q308 438 21512 SH SOLE 21512 0 0 GRAY TELEVISION INC COM 389375106 25 12547 SH SOLE 12547 0 0 CENTRAL GOLDTRUST TR UNIT COM 153546106 5053 100253 SH SOLE 100253 0 0 GETTY RLTY CORP NEW COM 374297109 229 8517 SH SOLE 8517 0 0 GRANITE CONSTR INC COM 387328107 407 17892 SH SOLE 17892 0 0 GENESEE & WYO INC COM 371559105 502 11580 SH SOLE 11580 0 0 GRAINGER W W INC COM 384802104 1079 9055 SH SOLE 9055 0 0 GREAT PLAINS ENERGY INC COM 391164100 1182 62564 SH SOLE 62564 0 0 GENCORP INC COM 368682100 79 16148 SH SOLE 16148 0 0 GYMBOREE CORP COM 403777105 1044 25126 SH SOLE 25126 0 0 HAWAIIAN HOLDINGS INC COM 419879101 82 13615 SH SOLE 13615 0 0 HAEMONETICS CORP COM 405024100 450 7684 SH SOLE 7684 0 0 HANMI FINL CORP COM 410495105 33 26139 SH SOLE 26139 0 0 HAIN CELESTIAL GROUP INC COM 405217100 295 12307 SH SOLE 12307 0 0 HALLIBURTON CO COM 406216101 13198 399089 SH SOLE 399089 0 0 HALLIBURTON CO OPTION 406216101 386 8138 SH PUT SOLE 8138 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 167 21700 SH SOLE 21700 0 0 HANSEN NAT CORP COM 411310105 2877 61720 SH SOLE 61720 0 0 HARMAN INTL INDS INC COM 413086109 647 19374 SH SOLE 19374 0 0 HASBRO INC COM 418056107 2985 67071 SH SOLE 67071 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2090 367384 SH SOLE 367384 0 0 HSBC HLDGS PLC SPON COM 404280406 7622 150658 SH SOLE 150658 0 0 HANCOCK HLDG CO COM 410120109 419 13943 SH SOLE 13943 0 0 HANESBRANDS INC COM 410345102 1265 48915 SH SOLE 48915 0 0 HUDSON CITY BANCORP COM 443683107 2482 202446 SH SOLE 202446 0 0 HCC INS HLDGS INC COM 404132102 2398 91931 SH SOLE 91931 0 0 HEALTH CARE REIT INC COM 42217K106 6246 131943 SH SOLE 131943 0 0 HEALTH CARE REIT INC BOND CV 42217KAQ9 362263 3271000 PRN SOLE 3271000 0 0 HCP INC COM 40414L109 9968 277034 SH SOLE 277034 0 0 HEALTHCARE SVCS GRP INC COM 421906108 302 13263 SH SOLE 13263 0 0 HOME DEPOT INC COM 437076102 9741 307477 SH SOLE 307477 0 0 HOME DEPOT INC OPTION 437076102 2889 6870 SH CALL SOLE 6870 0 0 HOME DEPOT INC OPTION 437076102 1665 27766 SH PUT SOLE 27766 0 0 HDFC BANK LTD COM 40415F101 15555 84371 SH SOLE 84371 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 754 33461 SH SOLE 33461 0 0 HEICO CORP NEW COM 422806109 357 7826 SH SOLE 7826 0 0 HECKMANN CORP COM 422680108 105 26956 SH SOLE 26956 0 0 HELEN OF TROY CORP LTD COM G4388N106 232 9160 SH SOLE 9160 0 0 HERCULES OFFSHORE INC COM 427093109 89 33532 SH SOLE 33532 0 0 HESS CORP COM 42809H107 19025 321801 SH SOLE 321801 0 0 HESS CORP OPTION 42809H107 257 1332 SH PUT SOLE 1332 0 0 HESS CORP OPTION 42809H107 393 600 SH CALL SOLE 600 0 0 ENER1 INC COM 29267A203 64 17307 SH SOLE 17307 0 0 HEWITT ASSOCS INC COM 42822Q100 3172 62892 SH SOLE 62892 0 0 HUMAN GENOME SCIENCES INC COM 444903108 6685 224399 SH SOLE 224399 0 0 HARTE-HANKS INC COM 416196103 439 37621 SH SOLE 37621 0 0 HILLENBRAND INC COM 431571108 660 30666 SH SOLE 30666 0 0 HIBBETT SPORTS INC COM 428567101 393 15766 SH SOLE 15766 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 5834 254208 SH SOLE 254208 0 0 HARTFORD FINL SVCS GROUP INC D COM 416515708 3347 141100 SH SOLE 141100 0 0 HITTITE MICROWAVE CORP COM 43365Y104 425 8926 SH SOLE 8926 0 0 HIGHWOODS PPTYS INC COM 431284108 2806 86407 SH SOLE 86407 0 0 PETROHAWK ENERGY CORP COM 716495106 4718 292295 SH SOLE 292295 0 0 HECLA MNG CO COM 422704106 505 79956 SH SOLE 79956 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page24 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HECLA MNG CO OPTION 422704106 1311 3714 SH CALL SOLE 3714 0 0 HERBALIFE LTD COM USD SHS COM G4412G101 996 16506 SH SOLE 16506 0 0 HARMONIC INC COM 413160102 225 32742 SH SOLE 32742 0 0 HEALTHSOUTH CORP COM 421924309 546 28431 SH SOLE 28431 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1081 96999 SH SOLE 96999 0 0 HEALTH MGMT ASSOC INC NEW COM 421933102 928 121198 SH SOLE 121198 0 0 HOME PROPERTIES INC COM 437306103 1544 29194 SH SOLE 29194 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 216 12138 SH SOLE 12138 0 0 HMS HLDGS CORP COM 40425J101 518 8783 SH SOLE 8783 0 0 HNI CORP COM 404251100 755 26267 SH SOLE 26267 0 0 HARVEST NATURAL RESOURCES IN COM 41754V103 106 10145 SH SOLE 10145 0 0 HANSEN MEDICAL INC COM 411307101 16 11299 SH SOLE 11299 0 0 HEALTH NET INC COM 42222G108 1259 46296 SH SOLE 46296 0 0 HEINZ H J CO COM 423074103 6285 132686 SH SOLE 132686 0 0 HEINZ H J CO OPTION 423074103 754 3374 SH CALL SOLE 3374 0 0 HOLLY CORP PAR $0.01 COM 435758305 225 7836 SH SOLE 7836 0 0 HARLEY DAVIDSON INC COM 412822108 1727 60717 SH SOLE 60717 0 0 HOLOGIC INC COM 436440101 6456 403264 SH SOLE 403264 0 0 HOLOGIC INC BOND CV 436440AA9 698375 7550000 PRN SOLE 7550000 0 0 HONEYWELL INTL INC COM 438516106 7974 181478 SH SOLE 181478 0 0 HONEYWELL INTL INC OPTION 438516106 475 4610 SH PUT SOLE 4610 0 0 HONEYWELL INTL INC OPTION 438516106 608 1210 SH CALL SOLE 1210 0 0 HORNBECK OFFSHORE SVCS INC N BOND CV 440543AE6 140295 1610000 PRN SOLE 1610000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2194 41760 SH SOLE 41760 0 0 HOT TOPIC INC COM 441339108 81 13572 SH SOLE 13572 0 0 HOVNANIAN ENTERPRISES INC COM 442487203 63 16133 SH SOLE 16133 0 0 HELMERICH & PAYNE INC COM 423452101 2373 58639 SH SOLE 58639 0 0 HEWLETT PACKARD CO COM 428236103 94978 2257619 SH SOLE 2257619 0 0 HEWLETT PACKARD CO OPTION 428236103 12068 40165 SH PUT SOLE 40165 0 0 HOSPITALITY PPTYS TR COM SH BE COM 44106M102 5239 234615 SH SOLE 234615 0 0 HEARTLAND PMT SYS INC COM 42235N108 169 11111 SH SOLE 11111 0 0 HEALTHCARE RLTY TR COM 421946104 1146 49002 SH SOLE 49002 0 0 BLOCK H & R INC COM 093671105 1950 150616 SH SOLE 150616 0 0 HARBIN ELECTRIC INC COM 41145W109 370 20668 SH SOLE 20668 0 0 HILL ROM HLDGS INC COM 431475102 897 24991 SH SOLE 24991 0 0 HORMEL FOODS CORP COM 440452100 549 12316 SH SOLE 12316 0 0 HARRIS CORP DEL COM 413875105 2562 57846 SH SOLE 57846 0 0 HEALTHSPRING INC COM 42224N101 683 26438 SH SOLE 26438 0 0 HARSCO CORP COM 415864107 1477 60099 SH SOLE 60099 0 0 SCHEIN HENRY INC COM 806407102 5047 86155 SH SOLE 86155 0 0 HSN INC COM 404303109 909 30435 SH SOLE 30435 0 0 HOSPIRA INC COM 441060100 3158 55398 SH SOLE 55398 0 0 HOST HOTELS & RESORTS INC COM 44107P104 8644 596988 SH SOLE 596988 0 0 HOST HOTELS & RESORTS INC OPTION 44107P104 851 2300 SH CALL SOLE 2300 0 0 HERSHEY CO COM 427866108 581 12206 SH SOLE 12206 0 0 HERSHA HOSPITALITY TR SH BEN I COM 427825104 157 30390 SH SOLE 30390 0 0 HUTCHINSON TECHNOLOGY INC BOND CV 448407AF3 146000 2000000 PRN SOLE 2000000 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 108 10715 SH SOLE 10715 0 0 HILLTOP HOLDINGS INC COM 432748101 100 10431 SH SOLE 10431 0 0 HEARTLAND EXPRESS INC COM 422347104 231 15534 SH SOLE 15534 0 0 HATTERAS FINL CORP COM 41902R103 929 32615 SH SOLE 32615 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 447 42172 SH SOLE 42172 0 0 HUBBELL INC CL B COM 443510201 1913 37690 SH SOLE 37690 0 0 HUB GROUP INC COM 443320106 405 13844 SH SOLE 13844 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page25 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- HUMANA INC COM 444859102 5986 119153 SH SOLE 119153 0 0 HUNTSMAN CORP COM 447011107 257 22229 SH SOLE 22229 0 0 HEADWATERS INC COM 42210P102 99 27408 SH SOLE 27408 0 0 HEALTHWAYS INC COM 422245100 139 11920 SH SOLE 11920 0 0 HEXCEL CORP NEW COM 428291108 651 36615 SH SOLE 36615 0 0 HYPERCOM CORP COM 44913M105 76 11742 SH SOLE 11742 0 0 ISHARES TR HIGH YLD CORP COM 464288513 1325 14771 SH SOLE 14771 0 0 IAC INTERACTIVECORP PAR $.001 COM 44919P508 639 24326 SH SOLE 24326 0 0 ISHARES TR DJ BROKER-DEAL COM 464288794 8852 350000 SH SOLE 350000 0 0 INTEGRA LIFESCIENCES HLDGS C COM 457985208 284 7197 SH SOLE 7197 0 0 IBERIABANK CORP COM 450828108 402 8047 SH SOLE 8047 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 210 12178 SH SOLE 12178 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 138800 1034738 SH SOLE 1034738 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 3337 19452 SH PUT SOLE 19452 0 0 INTERNATIONAL BUSINESS MACHS OPTION 459200101 3439 4570 SH CALL SOLE 4570 0 0 ICICI BK LTD COM 45104G104 19763 396448 SH SOLE 396448 0 0 ICICI BK LTD OPTION 45104G104 520 500 SH CALL SOLE 500 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 481 28472 SH SOLE 28472 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 4746 45322 SH SOLE 45322 0 0 INTERCONTINENTALEXCHANGE INC OPTION 45865V100 203 114 SH PUT SOLE 114 0 0 INTERNET CAP GROUP INC COM 46059C205 120 10922 SH SOLE 10922 0 0 ICON PUB LTD CO COM 45103T107 239 11068 SH SOLE 11068 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 207 38992 SH SOLE 38992 0 0 ICO GLOBAL COMM HLDGS LTD DE COM 44930K108 48 29039 SH SOLE 29039 0 0 ICONIX BRAND GROUP INC COM 451055107 405 23164 SH SOLE 23164 0 0 ICX TECHNOLOGIES INC COM 44934T105 799 105810 SH SOLE 105810 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 7324 624403 SH SOLE 624403 0 0 IDACORP INC COM 451107106 952 26510 SH SOLE 26510 0 0 INTERDIGITAL INC COM 45867G101 1330 44909 SH SOLE 44909 0 0 IDENIX PHARMACEUTICALS INC COM 45166R204 33 10597 SH SOLE 10597 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 536 91631 SH SOLE 91631 0 0 IDEXX LABS INC COM 45168D104 1399 22674 SH SOLE 22674 0 0 ISHARES TR S&P EURO PLUS COM 464287861 532 14056 SH SOLE 14056 0 0 IDEX CORP COM 45167R104 965 27171 SH SOLE 27171 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1647 33935 SH SOLE 33935 0 0 INTERFACE INC COM 458665106 215 15090 SH SOLE 15090 0 0 ISHARES TR S&P NA NAT RES COM 464287374 5575 160483 SH SOLE 160483 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 18159 1256685 SH SOLE 1256685 0 0 ISHARES TR S&P NA SOFTWR COM 464287515 11928 230000 SH SOLE 230000 0 0 ISHARES TR S&P NA SEMICND COM 464287523 18924 400000 SH SOLE 400000 0 0 IHS INC COM 451734107 1752 25762 SH SOLE 25762 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 198 14697 SH SOLE 14697 0 0 II VI INC COM 902104108 298 7973 SH SOLE 7973 0 0 ISHARES TR S&P SMLCAP 600 COM 464287804 2329 39411 SH SOLE 39411 0 0 ISHARES TR S&P LTN AM 40 COM 464287390 20384 403325 SH SOLE 403325 0 0 ILLUMINA INC COM 452327109 5239 106486 SH SOLE 106486 0 0 INGRAM MICRO INC COM 457153104 962 57053 SH SOLE 57053 0 0 IMMUNOGEN INC COM 45253H101 122 19402 SH SOLE 19402 0 0 IMMUNOMEDICS INC COM 452907108 64 19838 SH SOLE 19838 0 0 IMPERIAL OIL LTD COM 453038408 713 18863 SH SOLE 18863 0 0 INTERMEC INC COM 458786100 178 14494 SH SOLE 14494 0 0 INTERNAP NETWORK SVCS CORP PA COM 45885A300 76 15573 SH SOLE 15573 0 0 INCYTE CORP COM 45337C102 448 28029 SH SOLE 28029 0 0 INFORMATICA CORP COM 45666Q102 1228 31978 SH SOLE 31978 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page26 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- INFINERA CORPORATION COM 45667G103 307 26330 SH SOLE 26330 0 0 INFOSYS TECHNOLOGIES LTD COM 456788108 43447 645481 SH SOLE 645481 0 0 ING GROEP N V COM 456837103 1575 153090 SH SOLE 153090 0 0 INHIBITEX INC COM 45719T103 23 12674 SH SOLE 12674 0 0 INOVIO PHARMACEUTICALS INC COM 45773H102 26 20571 SH SOLE 20571 0 0 INFOSPACE INC PAR $.0001 COM 45678T300 95 10943 SH SOLE 10943 0 0 INSITUFORM TECHNOLOGIES INC COM 457667103 288 11916 SH SOLE 11916 0 0 WORLD FUEL SVCS CORP COM 981475106 1296 49840 SH SOLE 49840 0 0 INTEL CORP COM 458140100 58047 3023288 SH SOLE 3023288 0 0 INTEL CORP OPTION 458140100 11996 64902 SH CALL SOLE 64902 0 0 INTEL CORP OPTION 458140100 12463 73053 SH PUT SOLE 73053 0 0 INTUIT COM 461202103 16269 371348 SH SOLE 371348 0 0 INTUIT OPTION 461202103 422 650 SH CALL SOLE 650 0 0 ION GEOPHYSICAL CORP COM 462044108 190 36987 SH SOLE 36987 0 0 INTL PAPER CO COM 460146103 3810 175160 SH SOLE 175160 0 0 INTERPUBLIC GROUP COS INC COM 460690100 4070 405747 SH SOLE 405747 0 0 IPG PHOTONICS CORP COM 44980X109 207 8563 SH SOLE 8563 0 0 INNOPHOS HOLDINGS INC COM 45774N108 231 6985 SH SOLE 6985 0 0 INTREPID POTASH INC COM 46121Y102 3385 129859 SH SOLE 129859 0 0 IMPAX LABORATORIES INC COM 45256B101 1125 56838 SH SOLE 56838 0 0 INGERSOLL-RAND PLC SHS COM G47791101 3038 85075 SH SOLE 85075 0 0 IROBOT CORP COM 462726100 263 14169 SH SOLE 14169 0 0 INLAND REAL ESTATE CORP COM 457461200 167 20150 SH SOLE 20150 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 87 10170 SH SOLE 10170 0 0 INVESTORS REAL ESTATE TR SH BE COM 461730103 167 19875 SH SOLE 19875 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 1257 59621 SH SOLE 59621 0 0 IRON MTN INC COM 462846106 3774 168927 SH SOLE 168927 0 0 IRON MTN INC OPTION 462846106 455 2000 SH PUT SOLE 2000 0 0 INVESTORS BANCORP INC COM 46146P102 174 14678 SH SOLE 14678 0 0 INTERNATIONAL SPEEDWAY CORP COM 460335201 290 11883 SH SOLE 11883 0 0 INTERSIL CORP COM 46069S109 667 57035 SH SOLE 57035 0 0 ISIS PHARMACEUTICALS INC COM 464330109 242 28767 SH SOLE 28767 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 107 17901 SH SOLE 17901 0 0 INTUITIVE SURGICAL INC COM 46120E602 9499 33479 SH SOLE 33479 0 0 GARTNER INC COM 366651107 845 28710 SH SOLE 28710 0 0 ITC HLDGS CORP COM 465685105 1061 17049 SH SOLE 17049 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 198 13950 SH SOLE 13950 0 0 INTERMUNE INC COM 45884X103 191 14053 SH SOLE 14053 0 0 ITRON INC COM 465741106 1440 23520 SH SOLE 23520 0 0 ITT CORP NEW COM 450911102 4345 92788 SH SOLE 92788 0 0 ITAU UNIBANCO HLDG SA SPON COM 465562106 51846 2144151 SH SOLE 2144151 0 0 ITAU UNIBANCO HLDG SA SPON OPTION 465562106 975 8800 SH PUT SOLE 8800 0 0 ILLINOIS TOOL WKS INC COM 452308109 5194 110464 SH SOLE 110464 0 0 IVANHOE ENERGY INC COM 465790103 21 10300 SH SOLE 10300 0 0 INVACARE CORP COM 461203101 262 9899 SH SOLE 9899 0 0 ISHARES TR S&P 500 VALUE COM 464287408 4339 79984 SH SOLE 79984 0 0 IVANHOE MINES LTD COM 46579N103 3497 149367 SH SOLE 149367 0 0 ISHARES TR S&P 500 INDEX COM 464287200 52850 461612 SH SOLE 461612 0 0 INVESCO LTD SHS COM G491BT108 4647 218885 SH SOLE 218885 0 0 ISHARES TR RUSSELL 1000 COM 464287622 9270 146800 SH SOLE 146800 0 0 ISHARES TR RSSL MCRCP IDX COM 464288869 8400 200000 SH SOLE 200000 0 0 ISHARES TR RUSSELL1000VAL COM 464287598 7980 135283 SH SOLE 135283 0 0 ISHARES TR RUSSELL1000GRW COM 464287614 1215 23649 SH SOLE 23649 0 0 ISHARES TR RUSSELL 2000 COM 464287655 859341 12730981 SH SOLE 12730981 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page27 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ISHARES TR RUSSELL 2000 OPTION 464287655 25028 65033 SH CALL SOLE 65033 0 0 ISHARES TR RUSSELL 2000 OPTION 464287655 13081 30100 SH PUT SOLE 30100 0 0 ISHARES TR RUSL 2000 VALU COM 464287630 8625 139134 SH SOLE 139134 0 0 ISHARES TR RUSL 2000 GROW COM 464287648 74740 1000000 SH SOLE 1000000 0 0 ISHARES TR RUSSELL MCP GR COM 464287481 4983 100024 SH SOLE 100024 0 0 ISHARES TR RUSSELL MIDCAP COM 464287499 845 9347 SH SOLE 9347 0 0 ISHARES TR DJ US FINL SEC COM 464287788 5489 105438 SH SOLE 105438 0 0 ISHARES TR DJ US REAL EST COM 464287739 244390 4621603 SH SOLE 4621603 0 0 ISHARES TR DJ US REAL EST OPTION 464287739 5813 10786 SH CALL SOLE 10786 0 0 ISHARES TR DJ US REAL EST OPTION 464287739 949 5678 SH PUT SOLE 5678 0 0 JACK IN THE BOX INC COM 466367109 365 17017 SH SOLE 17017 0 0 JAGUAR MNG INC COM 47009M103 162 24984 SH SOLE 24984 0 0 JARDEN CORP COM 471109108 411 13191 SH SOLE 13191 0 0 JAKKS PAC INC COM 47012E106 189 10710 SH SOLE 10710 0 0 JO-ANN STORES INC COM 47758P307 427 9574 SH SOLE 9574 0 0 HUNT J B TRANS SVCS INC COM 445658107 7253 209024 SH SOLE 209024 0 0 JABIL CIRCUIT INC COM 466313103 284 19677 SH SOLE 19677 0 0 JETBLUE AIRWAYS CORP COM 477143101 5435 812371 SH SOLE 812371 0 0 J CREW GROUP INC COM 46612H402 2239 66596 SH SOLE 66596 0 0 JOHNSON CTLS INC COM 478366107 6054 198503 SH SOLE 198503 0 0 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 759 31918 SH SOLE 31918 0 0 PENNEY J C INC COM 708160106 4285 157637 SH SOLE 157637 0 0 PENNEY J C INC OPTION 708160106 394 2393 SH PUT SOLE 2393 0 0 JDA SOFTWARE GROUP INC COM 46612K108 420 16579 SH SOLE 16579 0 0 JDS UNIPHASE CORP PAR $0.001 COM 46612J507 830 67000 SH SOLE 67000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1117 28857 SH SOLE 28857 0 0 JEFFERIES GROUP INC NEW COM 472319102 4512 198860 SH SOLE 198860 0 0 NUVEEN FLOATING RATE INCOME COM 67072T108 340 30640 SH SOLE 30640 0 0 HENRY JACK & ASSOC INC COM 426281101 1164 45650 SH SOLE 45650 0 0 JONES LANG LASALLE INC COM 48020Q107 4048 46918 SH SOLE 46918 0 0 JAMBA INC COM 47023A101 33 15210 SH SOLE 15210 0 0 JOHNSON & JOHNSON COM 478160104 46018 742706 SH SOLE 742706 0 0 JOHNSON & JOHNSON OPTION 478160104 2203 29806 SH PUT SOLE 29806 0 0 JOHNSON & JOHNSON OPTION 478160104 5420 13892 SH CALL SOLE 13892 0 0 SPDR SERIES TRUST BRCLYS YLD E COM 78464A417 2613 65300 SH SOLE 65300 0 0 JUNIPER NETWORKS INC COM 48203R104 4299 141640 SH SOLE 141640 0 0 JANUS CAP GROUP INC COM 47102X105 1981 180958 SH SOLE 180958 0 0 JONES APPAREL GROUP INC COM 480074103 773 39361 SH SOLE 39361 0 0 ST JOE CO COM 790148100 2057 82694 SH SOLE 82694 0 0 JOES JEANS INC COM 47777N101 23 10933 SH SOLE 10933 0 0 JOS A BANK CLOTHIERS INC COM 480838101 354 8300 SH SOLE 8300 0 0 JOY GLOBAL INC COM 481165108 7984 113545 SH SOLE 113545 0 0 JPMORGAN CHASE & CO COM 46625H100 313569 8238812 SH SOLE 8238812 0 0 JPMORGAN CHASE & CO OPTION 46625H100 12054 66084 SH CALL SOLE 66084 0 0 JPMORGAN CHASE & CO OPTION 46625H100 67356 153056 SH PUT SOLE 153056 0 0 JOURNAL COMMUNICATIONS INC COM 481130102 58 12799 SH SOLE 12799 0 0 WILEY JOHN & SONS INC COM 968223206 721 17649 SH SOLE 17649 0 0 NORDSTROM INC COM 655664100 834 22432 SH SOLE 22432 0 0 KELLOGG CO COM 487836108 7605 150569 SH SOLE 150569 0 0 KAISER ALUMINUM CORP PAR $0.01COM 483007704 213 4984 SH SOLE 4984 0 0 KAMAN CORP COM 483548103 232 8849 SH SOLE 8849 0 0 SPDR SERIES TRUST SPDR KBW BK COM 78464A797 2124 92563 SH SOLE 92563 0 0 KB HOME COM 48666K109 11853 1046181 SH SOLE 1046181 0 0 KB HOME OPTION 48666K109 1333 2150 SH PUT SOLE 2150 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page28 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- KBR INC COM 48242W106 2236 90740 SH SOLE 90740 0 0 KBW INC COM 482423100 270 10553 SH SOLE 10553 0 0 KNIGHT CAP GROUP INC COM 499005106 6526 526731 SH SOLE 526731 0 0 KINETIC CONCEPTS INC COM 49460W208 2743 74995 SH SOLE 74995 0 0 KAYDON CORP COM 486587108 1338 38680 SH SOLE 38680 0 0 KOREA EQUITY FD INC COM 50063B104 503 45496 SH SOLE 45496 0 0 KEY ENERGY SVCS INC COM 492914106 366 38537 SH SOLE 38537 0 0 KOREA ELECTRIC PWR COM 500631106 1426 110258 SH SOLE 110258 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 63 13150 SH SOLE 13150 0 0 KIRBY CORP COM 497266106 719 17949 SH SOLE 17949 0 0 KEYCORP NEW COM 493267108 2968 372867 SH SOLE 372867 0 0 KRAFT FOODS INC COM 50075N104 11395 369250 SH SOLE 369250 0 0 KRAFT FOODS INC OPTION 50075N104 929 18724 SH PUT SOLE 18724 0 0 KRAFT FOODS INC OPTION 50075N104 2342 7679 SH CALL SOLE 7679 0 0 KORN FERRY INTL COM 500643200 427 25845 SH SOLE 25845 0 0 KING PHARMACEUTICALS INC COM 495582108 545 54685 SH SOLE 54685 0 0 KINROSS GOLD CORP COM NO PAR COM 496902404 4450 236827 SH SOLE 236827 0 0 KINROSS GOLD CORP COM NO PAR OPTION 496902404 330 9693 SH PUT SOLE 9693 0 0 SPDR SERIES TRUST SPDR KBW INS COM 78464A789 987 25000 SH SOLE 25000 0 0 KIMCO REALTY CORP COM 49446R109 13031 827883 SH SOLE 827883 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 82 17992 SH SOLE 17992 0 0 KLA-TENCOR CORP COM 482480100 3223 91489 SH SOLE 91489 0 0 KULICKE & SOFFA INDS INC COM 501242101 290 46892 SH SOLE 46892 0 0 KIMBERLY CLARK CORP COM 494368103 7216 110931 SH SOLE 110931 0 0 KIMBERLY CLARK CORP OPTION 494368103 206 1948 SH PUT SOLE 1948 0 0 KINDER MORGAN ENERGY PARTNER U COM 494550106 829 12108 SH SOLE 12108 0 0 KINDER MORGAN MANAGEMENT LLC S COM 49455U100 1128 18729 SH SOLE 18729 0 0 KENNAMETAL INC COM 489170100 964 31179 SH SOLE 31179 0 0 CARMAX INC COM 143130102 844 30282 SH SOLE 30282 0 0 KINDRED HEALTHCARE INC COM 494580103 285 21886 SH SOLE 21886 0 0 KNOLL INC COM 498904200 245 15796 SH SOLE 15796 0 0 KNOLOGY INC COM 499183804 145 10788 SH SOLE 10788 0 0 KNIGHT TRANSN INC COM 499064103 883 45675 SH SOLE 45675 0 0 COCA COLA CO COM 191216100 43553 744244 SH SOLE 744244 0 0 COCA COLA CO OPTION 191216100 5120 12059 SH CALL SOLE 12059 0 0 COCA COLA CO OPTION 191216100 2849 13916 SH PUT SOLE 13916 0 0 KODIAK OIL & GAS CORP COM 50015Q100 139 40876 SH SOLE 40876 0 0 KOPIN CORP COM 500600101 72 20307 SH SOLE 20307 0 0 KROGER CO COM 501044101 3527 162818 SH SOLE 162818 0 0 KILROY RLTY CORP COM 49427F108 1503 45349 SH SOLE 45349 0 0 SPDR SERIES TRUST KBW REGN BK COM 78464A698 627 27350 SH SOLE 27350 0 0 KITE RLTY GROUP TR COM 49803T102 65 14559 SH SOLE 14559 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 136 11194 SH SOLE 11194 0 0 KOHLS CORP COM 500255104 2770 52583 SH SOLE 52583 0 0 KANSAS CITY SOUTHERN COM 485170302 2080 55607 SH SOLE 55607 0 0 QUICKSILVER RESOURCES INC COM 74837R104 1451 115148 SH SOLE 115148 0 0 KAYNE ANDERSON MLP INVSMNT C COM 486606106 1610 61400 SH SOLE 61400 0 0 LOEWS CORP COM 540424108 3971 104763 SH SOLE 104763 0 0 LABRANCHE & CO INC COM 505447102 52 13451 SH SOLE 13451 0 0 LAMAR ADVERTISING CO COM 512815101 1571 49358 SH SOLE 49358 0 0 LANCASTER COLONY CORP COM 513847103 488 10274 SH SOLE 10274 0 0 MAGMA DESIGN AUTOMATION COM 559181102 56 15001 SH SOLE 15001 0 0 LAZARD LTD SHS A COM G54050102 1098 31295 SH SOLE 31295 0 0 LIBERTY GLOBAL INC COM SER A COM 530555101 988 32053 SH SOLE 32053 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page29 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LIBERTY GLOBAL INC COM SER C COM 530555309 783 25622 SH SOLE 25622 0 0 LIBERTY MEDIA CORP NEW CAP COM COM 53071M302 476 9136 SH SOLE 9136 0 0 U S AIRWAYS GROUP INC COM 90341W108 1067 115354 SH SOLE 115354 0 0 LDK SOLAR CO LTD COM 50183L107 2837 275948 SH SOLE 275948 0 0 LEAR CORP COM 521865204 1278 16189 SH SOLE 16189 0 0 LEAP WIRELESS INTL INC COM 521863308 128 10346 SH SOLE 10346 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1257 21744 SH SOLE 21744 0 0 LEE ENTERPRISES INC COM 523768109 31 11547 SH SOLE 11547 0 0 LEGGETT & PLATT INC COM 524660107 1330 58446 SH SOLE 58446 0 0 LENNAR CORP COM 526057104 226 14707 SH SOLE 14707 0 0 LEAPFROG ENTERPRISES INC COM 52186N106 58 10551 SH SOLE 10551 0 0 CHINA LIFE INS CO LTD SPON COM 16939P106 3014 50669 SH SOLE 50669 0 0 CHINA LIFE INS CO LTD SPON OPTION 16939P106 280 1641 SH PUT SOLE 1641 0 0 LAN AIRLINES S A COM 501723100 3509 119200 SH SOLE 119200 0 0 LITTELFUSE INC COM 537008104 320 7318 SH SOLE 7318 0 0 LACLEDE GROUP INC COM 505597104 233 6760 SH SOLE 6760 0 0 LIONS GATE ENTMNT CORP COM 535919203 144 19607 SH SOLE 19607 0 0 LIGAND PHARMACEUTICALS INC CL BCOM 53220K207 55 35010 SH SOLE 35010 0 0 LABORATORY CORP AMER HLDGS COM 50540R409 2132 27187 SH SOLE 27187 0 0 LASALLE HOTEL PPTYS COM SH BEN COM 517942108 1423 60817 SH SOLE 60817 0 0 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1837 178500 SH SOLE 178500 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 6022 128973 SH SOLE 128973 0 0 LENNOX INTL INC COM 526107107 2181 52318 SH SOLE 52318 0 0 LIBERTY MEDIA CORP NEW INT COM COM 53071M104 4704 343139 SH SOLE 343139 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 66 15357 SH SOLE 15357 0 0 LIZ CLAIBORNE INC COM 539320101 210 34569 SH SOLE 34569 0 0 LKQ CORP COM 501889208 3710 178376 SH SOLE 178376 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3244 44883 SH SOLE 44883 0 0 L-3 COMMUNICATIONS HLDGS INC OPTION 502424104 443 1897 SH PUT SOLE 1897 0 0 LIMELIGHT NETWORKS INC COM 53261M104 81 13808 SH SOLE 13808 0 0 LINEAR TECHNOLOGY CORP COM 535678106 9623 313136 SH SOLE 313136 0 0 LINEAR TECHNOLOGY CORP BOND CV 535678AC0 442540 4360000 PRN SOLE 4360000 0 0 LILLY ELI & CO COM 532457108 15558 425896 SH SOLE 425896 0 0 LILLY ELI & CO OPTION 532457108 952 4178 SH CALL SOLE 4178 0 0 LEGG MASON INC COM 524901105 3103 102382 SH SOLE 102382 0 0 LUMINEX CORP DEL COM 55027E102 187 11683 SH SOLE 11683 0 0 LOCKHEED MARTIN CORP COM 539830109 7482 104965 SH SOLE 104965 0 0 LOCKHEED MARTIN CORP OPTION 539830109 877 2228 SH PUT SOLE 2228 0 0 LINCOLN NATL CORP IND COM 534187109 7552 315729 SH SOLE 315729 0 0 LINCARE HLDGS INC COM 532791100 1044 41634 SH SOLE 41634 0 0 CHENIERE ENERGY INC COM 16411R208 202 80268 SH SOLE 80268 0 0 ALLIANT ENERGY CORP COM 018802108 3032 83419 SH SOLE 83419 0 0 LORILLARD INC COM 544147101 7296 90854 SH SOLE 90854 0 0 LOGITECH INTL S A SHS COM H50430232 2287 131184 SH SOLE 131184 0 0 LOWES COS INC COM 548661107 15988 717288 SH SOLE 717288 0 0 LOWES COS INC OPTION 548661107 324 4000 SH CALL SOLE 4000 0 0 LOWES COS INC OPTION 548661107 1629 5226 SH PUT SOLE 5226 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 740 21095 SH SOLE 21095 0 0 LENDER PROCESSING SVCS INC COM 52602E102 3778 113682 SH SOLE 113682 0 0 LIVEPERSON INC COM 538146101 110 13091 SH SOLE 13091 0 0 LOUISIANA PAC CORP COM 546347105 735 97113 SH SOLE 97113 0 0 LAM RESEARCH CORP COM 512807108 6103 145822 SH SOLE 145822 0 0 K12 INC COM 48273U102 216 7453 SH SOLE 7453 0 0 LIBERTY PPTY TR SH BEN INT COM 531172104 4938 154805 SH SOLE 154805 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page30 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- LSB CORP COM 50215P100 208 10000 SH SOLE 10000 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 188 39474 SH SOLE 39474 0 0 CAPLEASE INC COM 140288101 90 16164 SH SOLE 16164 0 0 LSI CORPORATION COM 502161102 931 204616 SH SOLE 204616 0 0 LANDSTAR SYS INC COM 515098101 665 17226 SH SOLE 17226 0 0 LIBERTY MEDIA CORP NEW LIB STA COM 53071M708 400 6154 SH SOLE 6154 0 0 LIMITED BRANDS INC COM 532716107 2182 81464 SH SOLE 81464 0 0 LIFE TIME FITNESS INC COM 53217R207 896 22690 SH SOLE 22690 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 24 23231 SH SOLE 23231 0 0 LTX-CREDENCE CORP COM 502403108 91 43524 SH SOLE 43524 0 0 LUCENT TECHNOLOGIES INC DBCV 2 BOND CV 549463AH0 725 8000 PRN SOLE 8000 0 0 LUFKIN INDS INC COM 549764108 517 11767 SH SOLE 11767 0 0 LEUCADIA NATL CORP COM 527288104 1748 74023 SH SOLE 74023 0 0 LULULEMON ATHLETICA INC COM 550021109 1222 27331 SH SOLE 27331 0 0 SOUTHWEST AIRLS CO COM 844741108 919 70309 SH SOLE 70309 0 0 LUXOTTICA GROUP S P A COM 55068R202 1523 55821 SH SOLE 55821 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 450 479683 SH SOLE 479683 0 0 LAS VEGAS SANDS CORP COM 517834107 9153 262636 SH SOLE 262636 0 0 LAS VEGAS SANDS CORP OPTION 517834107 232 3283 SH PUT SOLE 3283 0 0 LAS VEGAS SANDS CORP OPTION 517834107 4432 3100 SH CALL SOLE 3100 0 0 LAWSON SOFTWARE INC NEW COM 52078P102 383 45254 SH SOLE 45254 0 0 LEXMARK INTL NEW COM 529771107 358 8019 SH SOLE 8019 0 0 LEXINGTON REALTY TRUST COM 529043101 583 81447 SH SOLE 81447 0 0 LEXICON PHARMACEUTICALS INC COM 528872104 79 49416 SH SOLE 49416 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 437 44238 SH SOLE 44238 0 0 LUBRIZOL CORP COM 549271104 4138 39046 SH SOLE 39046 0 0 LA Z BOY INC COM 505336107 132 15640 SH SOLE 15640 0 0 MACYS INC COM 55616P104 3421 148210 SH SOLE 148210 0 0 MACYS INC OPTION 55616P104 221 2038 SH PUT SOLE 2038 0 0 MASTERCARD INC COM 57636Q104 6233 27826 SH SOLE 27826 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1486 25494 SH SOLE 25494 0 0 MACERICH CO COM 554382101 7444 173329 SH SOLE 173329 0 0 MANPOWER INC COM 56418H100 1879 35993 SH SOLE 35993 0 0 MANHATTAN ASSOCS INC COM 562750109 499 17003 SH SOLE 17003 0 0 MANTECH INTL CORP COM 564563104 1073 27085 SH SOLE 27085 0 0 MARRIOTT INTL INC NEW COM 571903202 4012 111976 SH SOLE 111976 0 0 MASCO CORP COM 574599106 4042 367148 SH SOLE 367148 0 0 MASIMO CORP COM 574795100 768 28120 SH SOLE 28120 0 0 MATTEL INC COM 577081102 5488 233937 SH SOLE 233937 0 0 MARTEK BIOSCIENCES CORP COM 572901106 231 10188 SH SOLE 10188 0 0 MATTHEWS INTL CORP COM 577128101 870 24595 SH SOLE 24595 0 0 MB FINANCIAL INC NEW COM 55264U108 252 15548 SH SOLE 15548 0 0 MBIA INC COM 55262C100 827 82329 SH SOLE 82329 0 0 MOBILE TELESYSTEMS OJSC COM 607409109 37545 1768504 SH SOLE 1768504 0 0 MEDIACOM COMMUNICATIONS CORP COM 58446K105 82 12349 SH SOLE 12349 0 0 MCDONALDS CORP COM 580135101 28980 388940 SH SOLE 388940 0 0 MCDONALDS CORP OPTION 580135101 1741 13243 SH PUT SOLE 13243 0 0 MCDONALDS CORP OPTION 580135101 12205 10740 SH CALL SOLE 10740 0 0 MCG CAPITAL CORP COM 58047P107 128 22000 SH SOLE 22000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2375 75501 SH SOLE 75501 0 0 MCKESSON CORP COM 58155Q103 4169 67478 SH SOLE 67478 0 0 MOODYS CORP COM 615369105 3679 147289 SH SOLE 147289 0 0 MICREL INC COM 594793101 357 36232 SH SOLE 36232 0 0 MICROS SYS INC COM 594901100 1317 31116 SH SOLE 31116 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page31 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MERCURY GENL CORP NEW COM 589400100 2459 60166 SH SOLE 60166 0 0 MEDNAX INC COM 58502B106 1372 25748 SH SOLE 25748 0 0 MEDASSETS INC COM 584045108 324 15412 SH SOLE 15412 0 0 M D C HLDGS INC COM 552676108 378 13008 SH SOLE 13008 0 0 MEDICINES CO COM 584688105 233 16425 SH SOLE 16425 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 39 10312 SH SOLE 10312 0 0 MCDERMOTT INTL INC COM 580037109 595 40237 SH SOLE 40237 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1534 83051 SH SOLE 83051 0 0 MEDTRONIC INC COM 585055106 22783 678456 SH SOLE 678456 0 0 MEDTRONIC INC OPTION 585055106 371 2793 SH CALL SOLE 2793 0 0 MEDTRONIC INC OPTION 585055106 2973 8183 SH PUT SOLE 8183 0 0 MEDTRONIC INC BOND CV 585055AL0 5006 50000 PRN SOLE 50000 0 0 MEDTRONIC INC BOND CV 585055AM8 638801 6396000 PRN SOLE 6396000 0 0 MDU RES GROUP INC COM 552690109 2035 101982 SH SOLE 101982 0 0 MEDIVATION INC COM 58501N101 159 12253 SH SOLE 12253 0 0 SPDR S&P MIDCAP 400 ETF TR UTS COM 78467Y107 100577 690822 SH SOLE 690822 0 0 MARINER ENERGY INC COM 56845T305 1444 59577 SH SOLE 59577 0 0 METALICO INC COM 591176102 44 11411 SH SOLE 11411 0 0 MASSEY ENERGY COMPANY COM 576206106 3573 115178 SH SOLE 115178 0 0 MASSEY ENERGY COMPANY OPTION 576206106 399 700 SH PUT SOLE 700 0 0 MASSEY ENERGY CO BOND CV 576203AJ2 131616 1483000 PRN SOLE 1483000 0 0 METHODE ELECTRS INC COM 591520200 102 11258 SH SOLE 11258 0 0 MERCADOLIBRE INC COM 58733R102 346 4790 SH SOLE 4790 0 0 MENTOR GRAPHICS CORP COM 587200106 583 55163 SH SOLE 55163 0 0 METHANEX CORP COM 59151K108 520 21220 SH SOLE 21220 0 0 METLIFE INC COM 59156R108 18558 482658 SH SOLE 482658 0 0 METLIFE INC OPTION 59156R108 1013 4638 SH PUT SOLE 4638 0 0 METLIFE INC OPTION 59156R108 901 3238 SH CALL SOLE 3238 0 0 MF GLOBAL HLDGS LTD COM 55277J108 341 47302 SH SOLE 47302 0 0 MFA FINANCIAL INC COM 55272X102 4027 527813 SH SOLE 527813 0 0 MAIDENFORM BRANDS INC COM 560305104 210 7266 SH SOLE 7266 0 0 MCAFEE INC COM 579064106 12162 257350 SH SOLE 257350 0 0 MGE ENERGY INC COM 55277P104 280 7074 SH SOLE 7074 0 0 MONEYGRAM INTL INC COM 60935Y109 51 20942 SH SOLE 20942 0 0 MAGELLAN HEALTH SVCS INC COM 559079207 850 17986 SH SOLE 17986 0 0 MGM RESORTS INTERNATIONAL COM 552953101 7104 629799 SH SOLE 629799 0 0 MOHAWK INDS INC COM 608190104 3056 57328 SH SOLE 57328 0 0 MAIDEN HOLDINGS LTD SHS COM G5753U112 110 14431 SH SOLE 14431 0 0 MCGRAW HILL COS INC COM 580645109 1612 48750 SH SOLE 48750 0 0 MAGNUM HUNTER RES CORP DEL COM 55973B102 55 13351 SH SOLE 13351 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1889 36292 SH SOLE 36292 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 1472 209106 SH SOLE 209106 0 0 MACQUARIE INFRASTR CO LLC MEMB COM 55608B105 272 17576 SH SOLE 17576 0 0 MILLICOM INTL CELLULAR S A SHS COM L6388F110 8654 90189 SH SOLE 90189 0 0 MIDDLEBY CORP COM 596278101 333 5260 SH SOLE 5260 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 149 16599 SH SOLE 16599 0 0 MOBILE MINI INC COM 60740F105 170 11097 SH SOLE 11097 0 0 MIPS TECHNOLOGIES INC COM 604567107 167 17125 SH SOLE 17125 0 0 MIRANT CORP NEW COM 60467R100 84666 8500590 SH SOLE 8500590 0 0 MICROMET INC COM 59509C105 168 24952 SH SOLE 24952 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2320 40772 SH SOLE 40772 0 0 MCCORMICK & CO INC COM NON VTG COM 579780206 434 10327 SH SOLE 10327 0 0 MARKEL CORP COM 570535104 1314 3813 SH SOLE 3813 0 0 MKS INSTRUMENT INC COM 55306N104 269 14971 SH SOLE 14971 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page32 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MILLER HERMAN INC COM 600544100 599 30442 SH SOLE 30442 0 0 MUELLER INDS INC COM 624756102 300 11312 SH SOLE 11312 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3127 40622 SH SOLE 40622 0 0 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 85 13352 SH SOLE 13352 0 0 MARSH & MCLENNAN COS INC COM 571748102 4465 185122 SH SOLE 185122 0 0 3M CO COM 88579Y101 21108 243434 SH SOLE 243434 0 0 3M CO OPTION 88579Y101 2270 10995 SH PUT SOLE 10995 0 0 3M CO OPTION 88579Y101 2707 3599 SH CALL SOLE 3599 0 0 MCMORAN EXPLORATION CO COM 582411104 422 24537 SH SOLE 24537 0 0 MAXIMUS INC COM 577933104 988 16039 SH SOLE 16039 0 0 MCCLATCHY CO COM 579489105 3324 845688 SH SOLE 845688 0 0 MANNKIND CORP COM 56400P201 159 23470 SH SOLE 23470 0 0 MONRO MUFFLER BRAKE INC COM 610236101 263 5712 SH SOLE 5712 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 229 15195 SH SOLE 15195 0 0 ALTRIA GROUP INC COM 02209S103 11982 498819 SH SOLE 498819 0 0 ALTRIA GROUP INC OPTION 02209S103 581 19857 SH PUT SOLE 19857 0 0 ALTRIA GROUP INC OPTION 02209S103 811 3760 SH CALL SOLE 3760 0 0 ALTRIA GROUP INC OPTION 02209S103 1808 10483 SH CALL SOLE 10483 0 0 MODINE MFG CO COM 607828100 193 14890 SH SOLE 14890 0 0 MOOG INC COM 615394202 478 13447 SH SOLE 13447 0 0 MOLEX INC COM 608554101 321 15324 SH SOLE 15324 0 0 MONSANTO CO NEW COM 61166W101 85768 1789443 SH SOLE 1789443 0 0 MONSANTO CO NEW OPTION 61166W101 1238 5953 SH CALL SOLE 5953 0 0 MONSANTO CO NEW OPTION 61166W101 25526 26082 SH PUT SOLE 26082 0 0 MORNINGSTAR INC COM 617700109 330 7406 SH SOLE 7406 0 0 MOSAIC CO COM 61945A107 15496 263710 SH SOLE 263710 0 0 MOSAIC CO OPTION 61945A107 758 500 SH CALL SOLE 500 0 0 MOTOROLA INC COM 620076109 15507 1817904 SH SOLE 1817904 0 0 MOTOROLA INC OPTION 620076109 1382 27157 SH PUT SOLE 27157 0 0 MOTOROLA INC OPTION 620076109 2213 13050 SH CALL SOLE 13050 0 0 MOVE INC COM COM 62458M108 106 47579 SH SOLE 47579 0 0 MPG OFFICE TR INC COM 553274101 31 12201 SH SOLE 12201 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 315 31086 SH SOLE 31086 0 0 MERGE HEALTHCARE INC COM 589499102 38 13178 SH SOLE 13178 0 0 MONTPELIER RE HOLDINGS LTD SHS COM G62185106 371 21433 SH SOLE 21433 0 0 MERCK & CO INC NEW COM 58933Y105 27691 752256 SH SOLE 752256 0 0 MERCK & CO INC NEW OPTION 58933Y105 2016 33612 SH PUT SOLE 33612 0 0 MERCK & CO INC NEW OPTION 58933Y105 3830 10960 SH CALL SOLE 10960 0 0 MARATHON OIL CORP COM 565849106 2836 85679 SH SOLE 85679 0 0 MARATHON OIL CORP OPTION 565849106 315 1000 SH CALL SOLE 1000 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 9510 543129 SH SOLE 543129 0 0 MEDICIS PHARMACEUTICAL CORP COM 584690309 1718 57945 SH SOLE 57945 0 0 MORGAN STANLEY COM 617446448 58698 2378356 SH SOLE 2378356 0 0 MORGAN STANLEY OPTION 617446448 10931 41300 SH PUT SOLE 41300 0 0 MINE SAFETY APPLIANCES CO COM 602720104 407 15030 SH SOLE 15030 0 0 MICROSEMI CORP COM 595137100 430 25110 SH SOLE 25110 0 0 MSCI INC COM 55354G100 2468 74311 SH SOLE 74311 0 0 MORGAN STANLEY EMER MKTS DEB COM 61744H105 240 21200 SH SOLE 21200 0 0 MICROSOFT CORP COM 594918104 135454 5530974 SH SOLE 5530974 0 0 MICROSOFT CORP OPTION 594918104 3393 49957 SH CALL SOLE 49957 0 0 MICROSOFT CORP OPTION 594918104 17929 124765 SH PUT SOLE 124765 0 0 MSC INDL DIRECT INC COM 553530106 826 15290 SH SOLE 15290 0 0 MICROSTRATEGY INC COM 594972408 545 6298 SH SOLE 6298 0 0 ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 6970 211347 SH SOLE 211347 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page33 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- M & T BK CORP COM 55261F104 6221 76036 SH SOLE 76036 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1616 12986 SH SOLE 12986 0 0 MGIC INVT CORP WIS COM 552848103 3912 423845 SH SOLE 423845 0 0 MECHEL OAO COM 583840103 5672 227805 SH SOLE 227805 0 0 VAIL RESORTS INC COM 91879Q109 1573 41916 SH SOLE 41916 0 0 MLP & STRATEGIC EQUITY FD IN COM 55312N106 355 20000 SH SOLE 20000 0 0 MATTSON TECHNOLOGY INC COM 577223100 42 15120 SH SOLE 15120 0 0 MANITOWOC INC COM 563571108 265 21888 SH SOLE 21888 0 0 MINERALS TECHNOLOGIES INC COM 603158106 901 15290 SH SOLE 15290 0 0 MASTEC INC COM 576323109 160 15538 SH SOLE 15538 0 0 MICRON TECHNOLOGY INC COM 595112103 1075 149098 SH SOLE 149098 0 0 MICRON TECHNOLOGY INC OPTION 595112103 252 1181 SH PUT SOLE 1181 0 0 MICRON TECHNOLOGY INC BOND CV 595112AH6 1043926 11746000 PRN SOLE 11746000 0 0 MURPHY OIL CORP COM 626717102 3625 58538 SH SOLE 58538 0 0 MICROVISION INC DEL COM 594960106 57 26192 SH SOLE 26192 0 0 MENS WEARHOUSE INC COM 587118100 377 15846 SH SOLE 15846 0 0 MUELLER WTR PRODS INC COM SER ACOM 624758108 1087 359959 SH SOLE 359959 0 0 MARKWEST ENERGY PARTNERS L P U COM 570759100 257 7156 SH SOLE 7156 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 202 3493 SH SOLE 3493 0 0 DIREXION SHS ETF TR DLY MIDCAP COM 25459W730 3428 100000 SH SOLE 100000 0 0 MEADWESTVACO CORP COM 583334107 1596 65455 SH SOLE 65455 0 0 MONSTER WORLDWIDE INC COM 611742107 243 18753 SH SOLE 18753 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3608 194925 SH SOLE 194925 0 0 MYERS INDS INC COM 628464109 89 10385 SH SOLE 10385 0 0 MYRIAD GENETICS INC COM 62855J104 1692 103083 SH SOLE 103083 0 0 MYLAN INC COM 628530107 3842 204267 SH SOLE 204267 0 0 MYLAN INC BOND CV 628530AG2 250980 2422000 PRN SOLE 2422000 0 0 NABI BIOPHARMACEUTICALS COM 629519109 69 14283 SH SOLE 14283 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 873 69198 SH SOLE 69198 0 0 NARA BANCORP INC COM 63080P105 73 10400 SH SOLE 10400 0 0 NORDIC AMERICAN TANKER SHIPP COM G65773106 323 12066 SH SOLE 12066 0 0 NATIONAL INSTRS CORP COM 636518102 690 21140 SH SOLE 21140 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2949 67585 SH SOLE 67585 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 105 17351 SH SOLE 17351 0 0 NOBLE ENERGY INC COM 655044105 8260 110003 SH SOLE 110003 0 0 NABORS INDUSTRIES LTD SHS COM G6359F103 2655 147021 SH SOLE 147021 0 0 NBT BANCORP INC COM 628778102 232 10500 SH SOLE 10500 0 0 NAVIGANT CONSULTING INC COM 63935N107 341 29349 SH SOLE 29349 0 0 NATIONAL CINEMEDIA INC COM 635309107 275 15351 SH SOLE 15351 0 0 NCR CORP NEW COM 62886E108 1033 75788 SH SOLE 75788 0 0 NEWCASTLE INVT CORP COM 65105M108 50 15980 SH SOLE 15980 0 0 NASDAQ OMX GROUP INC COM 631103108 1270 65385 SH SOLE 65385 0 0 99 CENTS ONLY STORES COM 65440K106 461 24411 SH SOLE 24411 0 0 NORDSON CORP COM 655663102 1365 18520 SH SOLE 18520 0 0 NOBLE CORPORATION BAAR NAMEN - COM H5833N103 8477 250866 SH SOLE 250866 0 0 NOBLE CORPORATION BAAR NAMEN - OPTION H5833N103 403 1500 SH PUT SOLE 1500 0 0 NEXTERA ENERGY INC COM 65339F101 5905 108559 SH SOLE 108559 0 0 NEWMONT MINING CORP COM 651639106 8056 128256 SH SOLE 128256 0 0 NEWMONT MINING CORP OPTION 651639106 1405 15047 SH PUT SOLE 15047 0 0 NEWMONT MINING CORP OPTION 651639106 7454 6431 SH CALL SOLE 6431 0 0 NEOGEN CORP COM 640491106 223 6591 SH SOLE 6591 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 851 30872 SH SOLE 30872 0 0 NEWMARKET CORP COM 651587107 655 5760 SH SOLE 5760 0 0 NEWPORT CORP COM 651824104 144 12702 SH SOLE 12702 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page34 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NORTHFIELD BANCORP INC NEW COM 66611L105 615 56873 SH SOLE 56873 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1365 26350 SH SOLE 26350 0 0 NFJ DIVID INT & PREM STRTGY CO COM 65337H109 167 10598 SH SOLE 10598 0 0 NETFLIX INC COM 64110L106 3814 23522 SH SOLE 23522 0 0 NETFLIX INC OPTION 64110L106 1750 150 SH CALL SOLE 150 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 183 14443 SH SOLE 14443 0 0 NEWFIELD EXPL CO COM 651290108 3919 68229 SH SOLE 68229 0 0 NEW GOLD INC CDA COM 644535106 114 17000 SH SOLE 17000 0 0 NATIONAL HEALTH INVS INC COM 63633D104 298 6762 SH SOLE 6762 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 5567 143958 SH SOLE 143958 0 0 NISOURCE INC COM 65473P105 1576 90573 SH SOLE 90573 0 0 NII HLDGS INC CL B COM 62913F201 5963 145092 SH SOLE 145092 0 0 BLUE NILE INC COM 09578R103 210 4725 SH SOLE 4725 0 0 NEW JERSEY RES COM 646025106 1175 29962 SH SOLE 29962 0 0 NIKE INC CL B COM 654106103 8077 100782 SH SOLE 100782 0 0 NIKE INC CL B OPTION 654106103 237 1103 SH PUT SOLE 1103 0 0 NIKE INC CL B OPTION 654106103 8288 5907 SH CALL SOLE 5907 0 0 NEKTAR THERAPEUTICS COM 640268108 641 43410 SH SOLE 43410 0 0 NALCO HOLDING COMPANY COM 62985Q101 4305 170769 SH SOLE 170769 0 0 ANNALY CAP MGMT INC COM 035710409 12462 708041 SH SOLE 708041 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 1775 70708 SH SOLE 70708 0 0 NATIONAL RETAIL PROPERTIES I BOND CV 637417AC0 67425 600000 PRN SOLE 600000 0 0 NORTHROP GRUMMAN CORP COM 666807102 1965 32409 SH SOLE 32409 0 0 NORTHERN OIL & GAS INC NEV COM 665531109 220 12965 SH SOLE 12965 0 0 NOKIA CORP COM 654902204 3423 341267 SH SOLE 341267 0 0 NATIONAL OILWELL VARCO INC COM 637071101 10451 235021 SH SOLE 235021 0 0 NOVELL INC COM 670006105 279 46804 SH SOLE 46804 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 239 38224 SH SOLE 38224 0 0 NPS PHARMACEUTICALS INC COM 62936P103 147 21423 SH SOLE 21423 0 0 NEWPARK RES INC PAR $.01 NEW COM 651718504 229 27254 SH SOLE 27254 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 82 21857 SH SOLE 21857 0 0 NRG ENERGY INC COM 629377508 6106 293271 SH SOLE 293271 0 0 NORFOLK SOUTHERN CORP COM 655844108 2478 41648 SH SOLE 41648 0 0 NORFOLK SOUTHERN CORP OPTION 655844108 265 1000 SH CALL SOLE 1000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 240 15289 SH SOLE 15289 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1930 151134 SH SOLE 151134 0 0 NEUSTAR INC COM 64126X201 657 26434 SH SOLE 26434 0 0 NSTAR COM 67019E107 2861 72698 SH SOLE 72698 0 0 NETAPP INC COM 64110D104 49131 986762 SH SOLE 986762 0 0 NETSCOUT SYS INC COM 64115T104 204 9949 SH SOLE 9949 0 0 NETEASE COM INC COM 64110W102 311 7898 SH SOLE 7898 0 0 NETEASE COM INC OPTION 64110W102 248 1786 SH PUT SOLE 1786 0 0 NETGEAR INC COM 64111Q104 285 10545 SH SOLE 10545 0 0 NUTRI SYS INC NEW COM 67069D108 421 21891 SH SOLE 21891 0 0 NORTHERN TR CORP COM 665859104 4365 90490 SH SOLE 90490 0 0 NIPPON TELEG & TEL CORP COM 654624105 3483 158900 SH SOLE 158900 0 0 NBTY INC COM 628782104 1701 30934 SH SOLE 30934 0 0 NORTHEAST UTILS COM 664397106 1710 57813 SH SOLE 57813 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 11899 760831 SH SOLE 760831 0 0 NUCOR CORP COM 670346105 7402 193780 SH SOLE 193780 0 0 NUCOR CORP OPTION 670346105 1510 2679 SH PUT SOLE 2679 0 0 NU SKIN ENTERPRISES INC COM 67018T105 446 15499 SH SOLE 15499 0 0 NUVASIVE INC COM 670704105 414 11783 SH SOLE 11783 0 0 NOVAVAX INC COM 670002104 55 24924 SH SOLE 24924 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page35 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- NVIDIA CORP COM 67066G104 9417 806138 SH SOLE 806138 0 0 NVIDIA CORP OPTION 67066G104 1315 2796 SH PUT SOLE 2796 0 0 NV ENERGY INC COM 67073Y106 1119 85101 SH SOLE 85101 0 0 NOVELLUS SYS INC COM 670008101 358 13456 SH SOLE 13456 0 0 NOVO-NORDISK A S COM 670100205 1198 12173 SH SOLE 12173 0 0 NVR INC COM 62944T105 1470 2270 SH SOLE 2270 0 0 NOVARTIS A G COM 66987V109 2021 35038 SH SOLE 35038 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 373 33355 SH SOLE 33355 0 0 NORTHWESTERN CORP COM 668074305 314 11011 SH SOLE 11011 0 0 NEWELL RUBBERMAID INC COM 651229106 807 45305 SH SOLE 45305 0 0 NORTHWEST NAT GAS CO COM 667655104 390 8217 SH SOLE 8217 0 0 NEWS CORP CL B COM 65248E203 1454 96549 SH SOLE 96549 0 0 NEWS CORP COM 65248E104 19018 1456210 SH SOLE 1456210 0 0 NEWS CORP OPTION 65248E104 594 6373 SH PUT SOLE 6373 0 0 NEWS CORP OPTION 65248E104 499 3219 SH CALL SOLE 3219 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 198 11449 SH SOLE 11449 0 0 NORTHGATE MINERALS CORP COM 666416102 40 13300 SH SOLE 13300 0 0 NEXEN INC COM 65334H102 2667 132669 SH SOLE 132669 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 5847 359810 SH SOLE 359810 0 0 NEW YORK CMNTY BANCORP INC OPTION 649445103 216 1311 SH CALL SOLE 1311 0 0 NEW YORK TIMES CO COM 650111107 6270 810142 SH SOLE 810142 0 0 NYSE EURONEXT COM 629491101 5209 182309 SH SOLE 182309 0 0 NETEZZA CORP COM 64111N101 3370 125049 SH SOLE 125049 0 0 REALTY INCOME CORP COM 756109104 4316 127999 SH SOLE 127999 0 0 OASIS PETE INC NEW COM 674215108 216 11142 SH SOLE 11142 0 0 OWENS CORNING NEW COM 690742101 1861 72623 SH SOLE 72623 0 0 OCLARO INC COM 67555N206 236 14767 SH SOLE 14767 0 0 OCWEN FINL CORP COM 675746309 247 24378 SH SOLE 24378 0 0 OCCAM NETWORKS INC COM 67457P309 736 93996 SH SOLE 93996 0 0 OMNICARE INC COM 681904108 1695 70982 SH SOLE 70982 0 0 OMNICARE INC DBCV 3.250%12/1 BOND CV 681904AL2 344 4000 PRN SOLE 4000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 494 19427 SH SOLE 19427 0 0 OFFICE DEPOT INC COM 676220106 4499 978129 SH SOLE 978129 0 0 ISHARES TR S&P 100 IDX FD COM 464287101 22299 432981 SH SOLE 432981 0 0 ORIENT-EXPRESS HOTELS LTD COM G67743107 275 24661 SH SOLE 24661 0 0 CORPORATE OFFICE PPTYS TR SH B COM 22002T108 2763 74064 SH SOLE 74064 0 0 ORIENTAL FINL GROUP INC COM 68618W100 176 13239 SH SOLE 13239 0 0 OGE ENERGY CORP COM 670837103 3284 82364 SH SOLE 82364 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 2110 93995 SH SOLE 93995 0 0 OWENS ILL INC COM 690768403 1096 39063 SH SOLE 39063 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTCOM 678002106 2092 18493 SH SOLE 18493 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPTOPTION 678002106 1685 1001 SH CALL SOLE 1001 0 0 OCEANEERING INTL INC COM 675232102 4493 83422 SH SOLE 83422 0 0 OIL STS INTL INC COM 678026105 516 11076 SH SOLE 11076 0 0 ONEOK INC NEW COM 682680103 1903 42262 SH SOLE 42262 0 0 OLIN CORP PAR $1 COM 680665205 1592 78973 SH SOLE 78973 0 0 OMNICOM GROUP INC COM 681919106 3051 77287 SH SOLE 77287 0 0 OM GROUP INC COM 670872100 320 10631 SH SOLE 10631 0 0 OWENS & MINOR INC NEW COM 690732102 974 34222 SH SOLE 34222 0 0 OMNOVA SOLUTIONS INC COM 682129101 99 13779 SH SOLE 13779 0 0 OFFICEMAX INC DEL COM 67622P101 570 43522 SH SOLE 43522 0 0 OLD NATL BANCORP IND COM 680033107 303 28898 SH SOLE 28898 0 0 ON SEMICONDUCTOR CORP COM 682189105 404 56073 SH SOLE 56073 0 0 ONYX PHARMACEUTICALS INC COM 683399109 1167 44252 SH SOLE 44252 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page36 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- OPENTABLE INC COM 68372A104 317 4651 SH SOLE 4651 0 0 OPKO HEALTH INC COM 68375N103 51 22807 SH SOLE 22807 0 0 OPTIMER PHARMACEUTICALS INC COM 68401H104 108 11784 SH SOLE 11784 0 0 OPENWAVE SYS INC COM 683718308 36 21369 SH SOLE 21369 0 0 OPNEXT INC COM 68375V105 20 12458 SH SOLE 12458 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1830 62752 SH SOLE 62752 0 0 ORBITAL SCIENCES CORP COM 685564106 265 17318 SH SOLE 17318 0 0 ORACLE CORP COM 68389X105 42884 1597183 SH SOLE 1597183 0 0 ORACLE CORP OPTION 68389X105 2644 37794 SH PUT SOLE 37794 0 0 ORACLE CORP OPTION 68389X105 2376 13533 SH CALL SOLE 13533 0 0 OREXIGEN THERAPEUTICS INC COM 686164104 76 12806 SH SOLE 12806 0 0 OLD REP INTL CORP COM 680223104 2709 195568 SH SOLE 195568 0 0 ORITANI FINL CORP DEL COM 68633D103 1195 119719 SH SOLE 119719 0 0 O REILLY AUTOMOTIVE INC COM 686091109 4730 88917 SH SOLE 88917 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 2240 65271 SH SOLE 65271 0 0 OSHKOSH CORP COM 688239201 2513 91399 SH SOLE 91399 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 54 13453 SH SOLE 13453 0 0 OPEN TEXT CORP COM 683715106 1454 30914 SH SOLE 30914 0 0 OTTER TAIL CORP COM 689648103 221 10842 SH SOLE 10842 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 360 15631 SH SOLE 15631 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 196 12762 SH SOLE 12762 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 15213 194290 SH SOLE 194290 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 1024 2962 SH CALL SOLE 2962 0 0 OCCIDENTAL PETE CORP DEL OPTION 674599105 1681 8836 SH PUT SOLE 8836 0 0 PAN AMERICAN SILVER CORP COM 697900108 2033 68706 SH SOLE 68706 0 0 GPO AEROPORTUARIO DEL PAC SA S COM 400506101 915 26574 SH SOLE 26574 0 0 PACER INTL INC TENN COM 69373H106 65 10755 SH SOLE 10755 0 0 PACWEST BANCORP DEL COM 695263103 367 19281 SH SOLE 19281 0 0 PAETEC HOLDING CORP COM 695459107 157 38300 SH SOLE 38300 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 346 26208 SH SOLE 26208 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 216 9188 SH SOLE 9188 0 0 3PAR INC COM 88580F109 285 8652 SH SOLE 8652 0 0 VERIFONE SYS INC COM 92342Y109 1414 45525 SH SOLE 45525 0 0 PAYCHEX INC COM 704326107 6761 245933 SH SOLE 245933 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 2955 225766 SH SOLE 225766 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 142 14401 SH SOLE 14401 0 0 PITNEY BOWES INC COM 724479100 1380 64534 SH SOLE 64534 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 94 11213 SH SOLE 11213 0 0 PETROLEO BRASILEIRO SA PETRO COM 71654V408 148765 4101596 SH SOLE 4101596 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 494 6409 SH CALL SOLE 6409 0 0 PETROLEO BRASILEIRO SA PETRO OPTION 71654V408 7841 8668 SH PUT SOLE 8668 0 0 PETROLEO BRASILEIRO SA PETRO SPCOM 71654V101 19417 591614 SH SOLE 591614 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 166 15695 SH SOLE 15695 0 0 PACCAR INC COM 693718108 10981 228065 SH SOLE 228065 0 0 PG&E CORP COM 69331C108 2151 47352 SH SOLE 47352 0 0 POTLATCH CORP NEW COM 737630103 1411 41509 SH SOLE 41509 0 0 PLUM CREEK TIMBER CO INC COM 729251108 4874 138081 SH SOLE 138081 0 0 PRICELINE COM INC COM 741503403 15113 43386 SH SOLE 43386 0 0 PRICELINE COM INC OPTION 741503403 332 679 SH PUT SOLE 679 0 0 PRICELINE COM INC OPTION 741503403 3602 363 SH CALL SOLE 363 0 0 PRECISION CASTPARTS CORP COM 740189105 7288 57228 SH SOLE 57228 0 0 METROPCS COMMUNICATIONS INC COM 591708102 452 43226 SH SOLE 43226 0 0 PATRIOT COAL CORP COM 70336T104 756 66286 SH SOLE 66286 0 0 POWERSHARES GLOBAL ETF TRUST S COM 73936T573 223 8000 SH SOLE 8000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page37 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PHARMACYCLICS INC COM 716933106 89 11025 SH SOLE 11025 0 0 PIONEER DRILLING CO COM 723655106 119 18639 SH SOLE 18639 0 0 PATTERSON COMPANIES INC COM 703395103 2416 84337 SH SOLE 84337 0 0 PRIDE INTL INC DEL COM 74153Q102 2498 84867 SH SOLE 84867 0 0 PDL BIOPHARMA INC COM 69329Y104 334 63550 SH SOLE 63550 0 0 PIEDMONT OFFICE REALTY TR IN C COM 720190206 376 19903 SH SOLE 19903 0 0 PRECISION DRILLING CORP COM 20 COM 74022D308 87 12640 SH SOLE 12640 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 206 11439 SH SOLE 11439 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1256 37963 SH SOLE 37963 0 0 PENNSYLVANIA RL ESTATE INVT SH COM 709102107 304 25665 SH SOLE 25665 0 0 PENN NATL GAMING INC COM 707569109 229 7745 SH SOLE 7745 0 0 PETROLEUM & RES CORP COM 716549100 527 22783 SH SOLE 22783 0 0 PEPSICO INC COM 713448108 15549 234036 SH SOLE 234036 0 0 PEPSICO INC OPTION 713448108 1562 14417 SH PUT SOLE 14417 0 0 PEPSICO INC OPTION 713448108 3251 8626 SH CALL SOLE 8626 0 0 PETSMART INC COM 716768106 3115 89000 SH SOLE 89000 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 326 7049 SH SOLE 7049 0 0 PFIZER INC COM 717081103 53007 3087216 SH SOLE 3087216 0 0 PFIZER INC OPTION 717081103 3899 33509 SH CALL SOLE 33509 0 0 PFIZER INC OPTION 717081103 200 500 SH PUT SOLE 500 0 0 PFIZER INC OPTION 717081103 6072 62691 SH PUT SOLE 62691 0 0 ISHARES TR US PFD STK IDX COM 464288687 453 11390 SH SOLE 11390 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3907 150735 SH SOLE 150735 0 0 PROVIDENT FINL SVCS INC COM 74386T105 239 19319 SH SOLE 19319 0 0 PROCTER & GAMBLE CO COM 742718109 72219 1204251 SH SOLE 1204251 0 0 PROCTER & GAMBLE CO OPTION 742718109 4893 23605 SH CALL SOLE 23605 0 0 PROCTER & GAMBLE CO OPTION 742718109 3946 36270 SH PUT SOLE 36270 0 0 PENGROWTH ENERGY TR TR UNIT COM 706902509 540 48800 SH SOLE 48800 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 129 18289 SH SOLE 18289 0 0 PROGRESS ENERGY INC COM 743263105 1549 34868 SH SOLE 34868 0 0 PROGRESSIVE CORP OHIO COM 743315103 6916 331395 SH SOLE 331395 0 0 PARKER HANNIFIN CORP COM 701094104 1029 14692 SH SOLE 14692 0 0 KONINKLIJKE PHILIPS ELECTRS NY COM 500472303 1511 48241 SH SOLE 48241 0 0 PHH CORP COM 693320202 410 19446 SH SOLE 19446 0 0 PULTE GROUP INC COM 745867101 8531 973857 SH SOLE 973857 0 0 SPROTT PHYSICAL GOLD TRUST UNITCOM 85207H104 3583 312658 SH SOLE 312658 0 0 PICO HLDGS INC COM 693366205 201 6748 SH SOLE 6748 0 0 POLARIS INDS INC COM 731068102 1634 25097 SH SOLE 25097 0 0 PIER 1 IMPORTS INC COM 720279108 289 35246 SH SOLE 35246 0 0 PARKER DRILLING CO COM 701081101 923 212135 SH SOLE 212135 0 0 PACKAGING CORP AMER COM 695156109 811 35010 SH SOLE 35010 0 0 PERKINELMER INC COM 714046109 290 12540 SH SOLE 12540 0 0 PROTECTIVE LIFE CORP COM 743674103 1127 51815 SH SOLE 51815 0 0 PHOTRONICS INC COM 719405102 105 19882 SH SOLE 19882 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 774 15864 SH SOLE 15864 0 0 POLYCOM INC COM 73172K104 1049 38449 SH SOLE 38449 0 0 PROLOGIS SH BEN INT COM 743410102 7161 607929 SH SOLE 607929 0 0 PROLOGIS BOND CV 743410AR3 526031 5611000 PRN SOLE 5611000 0 0 PROLOGIS BOND CV 743410AS1 1970566 20825000 PRN SOLE 20825000 0 0 PALL CORP COM 696429307 691 16584 SH SOLE 16584 0 0 PLANTRONICS INC NEW COM 727493108 1111 32901 SH SOLE 32901 0 0 PLEXUS CORP COM 729132100 357 12162 SH SOLE 12162 0 0 PLX TECHNOLOGY INC COM 693417107 47 12847 SH SOLE 12847 0 0 PHILIP MORRIS INTL INC COM 718172109 11897 212373 SH SOLE 212373 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page38 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PHILIP MORRIS INTL INC OPTION 718172109 2607 4561 SH CALL SOLE 4561 0 0 PHILIP MORRIS INTL INC OPTION 718172109 2243 14780 SH PUT SOLE 14780 0 0 PMA CAP CORP COM 693419202 555 73618 SH SOLE 73618 0 0 PMC-SIERRA INC COM 69344F106 686 93150 SH SOLE 93150 0 0 PMI GROUP INC COM 69344M101 195 53261 SH SOLE 53261 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173209 1268 64868 SH SOLE 64868 0 0 PNC FINL SVCS GROUP INC COM 693475105 13326 256716 SH SOLE 256716 0 0 PNC FINL SVCS GROUP INC OPTION 693475105 803 813 SH PUT SOLE 813 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 102 11103 SH SOLE 11103 0 0 PINNACLE ENTMT INC COM 723456109 189 16964 SH SOLE 16964 0 0 PNM RES INC COM 69349H107 590 51818 SH SOLE 51818 0 0 PENTAIR INC COM 709631105 4097 121821 SH SOLE 121821 0 0 PANERA BREAD CO COM 69840W108 1758 19840 SH SOLE 19840 0 0 PINNACLE WEST CAP CORP COM 723484101 1596 38666 SH SOLE 38666 0 0 PHOENIX COS INC NEW COM 71902E109 76 35969 SH SOLE 35969 0 0 PIEDMONT NAT GAS INC COM 720186105 633 21811 SH SOLE 21811 0 0 INSULET CORP COM 45784P101 170 12024 SH SOLE 12024 0 0 POLYONE CORP COM 73179P106 341 28223 SH SOLE 28223 0 0 PEPCO HOLDINGS INC COM 713291102 578 31080 SH SOLE 31080 0 0 POOL CORPORATION COM 73278L105 302 15037 SH SOLE 15037 0 0 PORTLAND GEN ELEC CO COM 736508847 464 22904 SH SOLE 22904 0 0 POTASH CORP SASK INC COM 73755L107 13007 90300 SH SOLE 90300 0 0 POWER INTEGRATIONS INC COM 739276103 740 23283 SH SOLE 23283 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 69 12199 SH SOLE 12199 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 1529 61663 SH SOLE 61663 0 0 PPG INDS INC COM 693506107 3462 47561 SH SOLE 47561 0 0 PHARMACEUTICAL HLDRS TR DEPOSI COM 71712A206 10070 155500 SH SOLE 155500 0 0 PEREGRINE PHARMACEUTICALS IN COM 713661304 20 13737 SH SOLE 13737 0 0 PPL CORP COM 69351T106 2781 102132 SH SOLE 102132 0 0 PPL CORP UNIT 99/99/9999 COM 69351T601 3830 67100 SH SOLE 67100 0 0 POLYPORE INTL INC COM 73179V103 476 15776 SH SOLE 15776 0 0 ING PRIME RATE TR SH BEN INT COM 44977W106 331 57700 SH SOLE 57700 0 0 POST PPTYS INC COM 737464107 1047 37513 SH SOLE 37513 0 0 PETROQUEST ENERGY INC COM 716748108 100 16415 SH SOLE 16415 0 0 PROASSURANCE CORP COM 74267C106 566 9834 SH SOLE 9834 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 350 5418 SH SOLE 5418 0 0 PARTNERRE LTD COM G6852T105 3077 38370 SH SOLE 38370 0 0 PERRIGO CO COM 714290103 2369 36896 SH SOLE 36896 0 0 PROGRESS SOFTWARE CORP COM 743312100 419 12658 SH SOLE 12658 0 0 PARK NATL CORP COM 700658107 234 3657 SH SOLE 3657 0 0 PROSPERITY BANCSHARES INC COM 743606105 1168 35970 SH SOLE 35970 0 0 PRUDENTIAL FINL INC COM 744320102 13306 245580 SH SOLE 245580 0 0 PRUDENTIAL FINL INC OPTION 744320102 1127 3394 SH PUT SOLE 3394 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 504 17333 SH SOLE 17333 0 0 PAREXEL INTL CORP COM 699462107 451 19516 SH SOLE 19516 0 0 PUBLIC STORAGE COM 74460D109 15229 156940 SH SOLE 156940 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 438 7738 SH SOLE 7738 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 216 22265 SH SOLE 22265 0 0 COLLECTIVE BRANDS INC COM 19421W100 863 53470 SH SOLE 53470 0 0 PSS WORLD MED INC COM 69366A100 380 17791 SH SOLE 17791 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 107 20498 SH SOLE 20498 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1816 54121 SH SOLE 54121 0 0 PORTUGAL TELECOM SGPS S A COM 737273102 1002 75770 SH SOLE 75770 0 0 PATTERSON UTI ENERGY INC COM 703481101 980 57380 SH SOLE 57380 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page39 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- PAIN THERAPEUTICS INC COM 69562K100 66 10732 SH SOLE 10732 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 564 12949 SH SOLE 12949 0 0 PETROCHINA CO LTD COM 71646E100 2354 20219 SH SOLE 20219 0 0 PETROCHINA CO LTD OPTION 71646E100 237 786 SH PUT SOLE 786 0 0 PACTIV CORP COM 695257105 3746 113594 SH SOLE 113594 0 0 PENN VA CORP COM 707882106 221 13795 SH SOLE 13795 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 1903 31626 SH SOLE 31626 0 0 PRIVATEBANCORP INC COM 742962103 181 15918 SH SOLE 15918 0 0 PROVIDENT ENERGY TR TR UNIT COM 74386K104 1008 142840 SH SOLE 142840 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 75 41087 SH SOLE 41087 0 0 POWER ONE INC NEW COM 73930R102 202 22214 SH SOLE 22214 0 0 QUANTA SVCS INC COM 74762E102 359 18824 SH SOLE 18824 0 0 PERFECT WORLD CO LTD SPON COM 71372U104 3790 147715 SH SOLE 147715 0 0 PRAXAIR INC COM 74005P104 6532 72374 SH SOLE 72374 0 0 PRAXAIR INC OPTION 74005P104 550 4177 SH PUT SOLE 4177 0 0 PRAXAIR INC OPTION 74005P104 234 520 SH CALL SOLE 520 0 0 PIONEER NAT RES CO COM 723787107 5504 84645 SH SOLE 84645 0 0 PLAINS EXPL& PRODTN CO COM 726505100 2149 80585 SH SOLE 80585 0 0 PAPA JOHNS INTL INC COM 698813102 460 17462 SH SOLE 17462 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 3534 563641 SH SOLE 563641 0 0 QWEST COMMUNICATIONS INTL IN BOND CV 749121BY4 735218 5607000 PRN SOLE 5607000 0 0 QUALCOMM INC COM 747525103 87958 1948884 SH SOLE 1948884 0 0 QUALCOMM INC OPTION 747525103 894 3383 SH CALL SOLE 3383 0 0 QUALCOMM INC OPTION 747525103 3280 34726 SH PUT SOLE 34726 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 171 17197 SH SOLE 17197 0 0 QEP RES INC COM 74733V100 584 19372 SH SOLE 19372 0 0 QIAGEN N V COM N72482107 3025 170523 SH SOLE 170523 0 0 QLOGIC CORP COM 747277101 1342 76064 SH SOLE 76064 0 0 POWERSHARES QQQ TRUST UNIT SER COM 73935A104 456586 9304784 SH SOLE 9304784 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 9142 29433 SH CALL SOLE 29433 0 0 POWERSHARES QQQ TRUST UNIT SER OPTION 73935A104 3394 54550 SH PUT SOLE 54550 0 0 QUEST SOFTWARE INC COM 74834T103 826 33599 SH SOLE 33599 0 0 QUALITY SYS INC COM 747582104 1367 20610 SH SOLE 20610 0 0 QUANTUM CORP COM DSSG COM 747906204 136 64129 SH SOLE 64129 0 0 RYDER SYS INC COM 783549108 453 10588 SH SOLE 10588 0 0 RITE AID CORP COM 767754104 10611 11252231 SH SOLE 11252231 0 0 RADIANT SYSTEMS INC COM 75025N102 187 10917 SH SOLE 10917 0 0 RALCORP HLDGS INC NEW COM 751028101 1747 29878 SH SOLE 29878 0 0 REYNOLDS AMERICAN INC COM 761713106 3443 57972 SH SOLE 57972 0 0 REYNOLDS AMERICAN INC OPTION 761713106 834 1026 SH CALL SOLE 1026 0 0 RAM ENERGY RESOURCES INC COM 75130P109 22 14168 SH SOLE 14168 0 0 RAIT FINANCIAL TRUST COM 749227104 39 23558 SH SOLE 23558 0 0 RAVEN INDS INC COM 754212108 212 5597 SH SOLE 5597 0 0 RACKSPACE HOSTING INC COM 750086100 1961 75483 SH SOLE 75483 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1073 51664 SH SOLE 51664 0 0 REGAL BELOIT CORP COM 758750103 1466 24975 SH SOLE 24975 0 0 ROBBINS & MYERS INC COM 770196103 225 8398 SH SOLE 8398 0 0 ROGERS COMMUNICATIONS INC CL B COM 775109200 401 10700 SH SOLE 10700 0 0 RENT A CTR INC NEW COM 76009N100 819 36608 SH SOLE 36608 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1479 46914 SH SOLE 46914 0 0 ROYAL CARIBBEAN CRUISES LTD OPTION V7780T103 339 1400 SH CALL SOLE 1400 0 0 ROWAN COS INC COM 779382100 657 21630 SH SOLE 21630 0 0 RUDDICK CORP COM 781258108 848 24460 SH SOLE 24460 0 0 RADIAN GROUP INC COM 750236101 10342 1322569 SH SOLE 1322569 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page40 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- ROYAL DUTCH SHELL PLC SPONS COM 780259206 4267 70763 SH SOLE 70763 0 0 ROYAL DUTCH SHELL PLC SPON COM 780259107 537 9138 SH SOLE 9138 0 0 DR REDDYS LABS LTD COM 256135203 1436 44556 SH SOLE 44556 0 0 EVEREST RE GROUP LTD COM G3223R108 3745 43306 SH SOLE 43306 0 0 RESOURCES CONNECTION INC COM 76122Q105 192 13936 SH SOLE 13936 0 0 REGENCY CTRS CORP COM 758849103 4757 120527 SH SOLE 120527 0 0 REGENERON PHARMACEUTICALS COM 75886F107 224 8178 SH SOLE 8178 0 0 RESOLUTE ENERGY CORP COM 76116A108 125 11299 SH SOLE 11299 0 0 REPSOL YPF S A COM 76026T205 2371 92156 SH SOLE 92156 0 0 RPC INC COM 749660106 215 10177 SH SOLE 10177 0 0 REX ENERGY CORPORATION COM 761565100 285 22248 SH SOLE 22248 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 3800 522635 SH SOLE 522635 0 0 RF MICRODEVICES INC COM 749941100 1092 177904 SH SOLE 177904 0 0 REINSURANCE GROUP AMER INC COM 759351604 2735 56645 SH SOLE 56645 0 0 REGAL ENTMT GROUP COM 758766109 293 22350 SH SOLE 22350 0 0 ROYAL GOLD INC COM 780287108 888 17809 SH SOLE 17809 0 0 REGIS CORP MINN COM 758932107 602 31466 SH SOLE 31466 0 0 ROBERT HALF INTL INC COM 770323103 558 21480 SH SOLE 21480 0 0 RED HAT INC COM 756577102 624 15220 SH SOLE 15220 0 0 TRANSOCEAN LTD REG SHS COM H8817H100 8809 137021 SH SOLE 137021 0 0 TRANSOCEAN INC BOND CV 893830AV1 174805 1786000 PRN SOLE 1786000 0 0 TRANSOCEAN INC BOND CV 893830AW9 478125 5000000 PRN SOLE 5000000 0 0 TRANSOCEAN INC BOND CV 893830AU3 32752 330000 PRN SOLE 330000 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 310 1000 PRN CALL SOLE 1000 0 0 TRANSOCEAN LTD REG SHS OPTION H8817H100 817 1200 PRN PUT SOLE 1200 0 0 RIGEL PHARMACEUTICALS INC COM 766559603 149 17710 SH SOLE 17710 0 0 RESEARCH IN MOTION LTD COM 760975102 59847 1229136 SH SOLE 1229136 0 0 RESEARCH IN MOTION LTD OPTION 760975102 554 3493 SH CALL SOLE 3493 0 0 RESEARCH IN MOTION LTD OPTION 760975102 7532 13235 SH PUT SOLE 13235 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 102 12272 SH SOLE 12272 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1584 62522 SH SOLE 62522 0 0 REGIONAL BK HOLDRS TR DEPOSITR COM 75902E100 63307 865080 SH SOLE 865080 0 0 ROCK-TENN CO COM 772739207 3296 66174 SH SOLE 66174 0 0 POLO RALPH LAUREN CORP COM 731572103 1339 14896 SH SOLE 14896 0 0 RLI CORP COM 749607107 333 5878 SH SOLE 5878 0 0 RAMBUS INC DEL COM 750917106 2733 131138 SH SOLE 131138 0 0 RESMED INC COM 761152107 1806 55033 SH SOLE 55033 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 617 47084 SH SOLE 47084 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1925 32098 SH SOLE 32098 0 0 REALNETWORKS INC COM 75605L104 80 24426 SH SOLE 24426 0 0 ROCKWOOD HLDGS INC COM 774415103 523 16606 SH SOLE 16606 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 101 10561 SH SOLE 10561 0 0 ROCKWELL AUTOMATION INC COM 773903109 873 14141 SH SOLE 14141 0 0 ROLLINS INC COM 775711104 545 23315 SH SOLE 23315 0 0 RBC BEARINGS INC COM 75524B104 227 6683 SH SOLE 6683 0 0 ROPER INDS INC NEW COM 776696106 523 8031 SH SOLE 8031 0 0 ROSETTA RESOURCES INC COM 777779307 379 16123 SH SOLE 16123 0 0 ROSS STORES INC COM 778296103 8698 159124 SH SOLE 159124 0 0 ROVI CORP COM 779376102 1963 38943 SH SOLE 38943 0 0 RPM INTL INC COM 749685103 2150 107931 SH SOLE 107931 0 0 RAMCO-GERSHENSON PPTYS TR COM COM 751452202 166 15506 SH SOLE 15506 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 994 126472 SH SOLE 126472 0 0 RANGE RES CORP COM 75281A109 911 23904 SH SOLE 23904 0 0 RANGE RES CORP OPTION 75281A109 250 1000 SH CALL SOLE 1000 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page41 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- DONNELLEY R R & SONS CO COM 257867101 1459 86008 SH SOLE 86008 0 0 RRI ENERGY INC COM 74971X107 7846 2210029 SH SOLE 2210029 0 0 RSC HOLDINGS INC COM 74972L102 112 15017 SH SOLE 15017 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1106 26640 SH SOLE 26640 0 0 RES-CARE INC COM 760943100 456 34344 SH SOLE 34344 0 0 REPUBLIC SVCS INC COM 760759100 8030 263367 SH SOLE 263367 0 0 RADIOSHACK CORP COM 750438103 311 14597 SH SOLE 14597 0 0 RESOURCE CAP CORP COM 76120W302 69 10911 SH SOLE 10911 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 244 9625 SH SOLE 9625 0 0 MARKET VECTORS ETF TR RUSSIA E COM 57060U506 1433 44061 SH SOLE 44061 0 0 RUBY TUESDAY INC COM 781182100 252 21251 SH SOLE 21251 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 97 11661 SH SOLE 11661 0 0 RETAIL HOLDRS TR DEP RCPT COM 76127U101 154227 1562110 SH SOLE 1562110 0 0 RTI INTL METALS INC COM 74973W107 286 9337 SH SOLE 9337 0 0 RTI BIOLOGICS INC COM 74975N105 44 16740 SH SOLE 16740 0 0 RENTECH INC COM 760112102 64 64516 SH SOLE 64516 0 0 RAYTHEON CO COM 755111507 5682 124310 SH SOLE 124310 0 0 RUSH ENTERPRISES INC COM 781846209 168 10930 SH SOLE 10930 0 0 RIVERBED TECHNOLOGY INC COM 768573107 962 21104 SH SOLE 21104 0 0 ROYCE VALUE TR INC COM 780910105 478 39360 SH SOLE 39360 0 0 REDWOOD TR INC COM 758075402 851 58831 SH SOLE 58831 0 0 RYLAND GROUP INC COM 783764103 3706 206814 SH SOLE 206814 0 0 RAYONIER INC COM 754907103 5229 104336 SH SOLE 104336 0 0 SPRINT NEXTEL CORP COM SER 1 COM 852061100 2703 583885 SH SOLE 583885 0 0 SONIC AUTOMOTIVE INC BOND CV 83545GAQ5 317625 3000000 PRN SOLE 3000000 0 0 SANDERSON FARMS INC COM 800013104 1094 25261 SH SOLE 25261 0 0 SONIC AUTOMOTIVE INC COM 83545G102 112 11403 SH SOLE 11403 0 0 SAIC INC COM 78390X101 2704 169217 SH SOLE 169217 0 0 BOSTON BEER INC COM 100557107 1000 14958 SH SOLE 14958 0 0 SANMINA SCI CORP COM 800907206 289 23940 SH SOLE 23940 0 0 SAP AG SPON COM 803054204 2737 55506 SH SOLE 55506 0 0 SAPIENT CORP COM 803062108 490 40934 SH SOLE 40934 0 0 SATCON TECHNOLOGY CORP COM 803893106 70 18495 SH SOLE 18495 0 0 SATYAM COMPUTER SERVICES LTD COM 804098101 1521 391041 SH SOLE 391041 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1388 34452 SH SOLE 34452 0 0 SINCLAIR BROADCAST GROUP INC COM 829226109 116 16501 SH SOLE 16501 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 345 30832 SH SOLE 30832 0 0 STERLING BANCSHARES INC COM 858907108 146 27271 SH SOLE 27271 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 480 12362 SH SOLE 12362 0 0 COMPANHIA DE SANEAMENTO BASI COM 20441A102 2061 45286 SH SOLE 45286 0 0 STARBUCKS CORP COM 855244109 22389 876287 SH SOLE 876287 0 0 STARBUCKS CORP OPTION 855244109 365 6890 SH PUT SOLE 6890 0 0 STARBUCKS CORP OPTION 855244109 822 1370 SH CALL SOLE 1370 0 0 SOUTHERN COPPER CORP COM 84265V105 15277 434982 SH SOLE 434982 0 0 SOUTHERN COPPER CORP OPTION 84265V105 712 1580 SH CALL SOLE 1580 0 0 SCANA CORP NEW COM 80589M102 2118 52521 SH SOLE 52521 0 0 SCHOLASTIC CORP COM 807066105 423 15207 SH SOLE 15207 0 0 SCHNITZER STL INDS OPTION 806882106 208 250 SH CALL SOLE 250 0 0 SCHWAB CHARLES CORP NEW COM 808513105 24410 1756088 SH SOLE 1756088 0 0 SERVICE CORP INTL COM 817565104 733 84997 SH SOLE 84997 0 0 COMSCORE INC COM 20564W105 284 12077 SH SOLE 12077 0 0 STEELCASE INC COM 858155203 217 26020 SH SOLE 26020 0 0 SCANSOURCE INC COM 806037107 226 8144 SH SOLE 8144 0 0 SELECT COMFORT CORP COM 81616X103 94 13862 SH SOLE 13862 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page42 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SANDRIDGE ENERGY INC COM 80007P307 2224 391489 SH SOLE 391489 0 0 SPECTRA ENERGY CORP COM 847560109 3206 142182 SH SOLE 142182 0 0 SEABOARD CORP COM 811543107 204 115 SH SOLE 115 0 0 SEALED AIR CORP NEW COM 81211K100 519 23070 SH SOLE 23070 0 0 SEI INVESTMENTS CO COM 784117103 2379 116943 SH SOLE 116943 0 0 SELECT MED HLDGS CORP COM 81619Q105 117 15199 SH SOLE 15199 0 0 STIFEL FINL CORP COM 860630102 885 19112 SH SOLE 19112 0 0 SMITHFIELD FOODS INC COM 832248108 4436 263550 SH SOLE 263550 0 0 STANCORP FINL GROUP INC COM 852891100 1134 29854 SH SOLE 29854 0 0 ISTAR FINL INC COM 45031U101 89 29077 SH SOLE 29077 0 0 SHIP FINANCE INTERNATIONAL L S COM G81075106 223 11488 SH SOLE 11488 0 0 SFN GROUP INC COM 784153108 95 15887 SH SOLE 15887 0 0 SUCCESSFACTORS INC COM 864596101 453 18055 SH SOLE 18055 0 0 SWIFT ENERGY CO COM 870738101 434 15460 SH SOLE 15460 0 0 SEATTLE GENETICS INC COM 812578102 393 25308 SH SOLE 25308 0 0 SANGAMO BIOSCIENCES INC COM 800677106 46 13266 SH SOLE 13266 0 0 SCIENTIFIC GAMES CORP COM 80874P109 893 92180 SH SOLE 92180 0 0 STONE ENERGY CORP COM 861642106 333 22594 SH SOLE 22594 0 0 SHAW GROUP INC COM 820280105 1877 55926 SH SOLE 55926 0 0 SHUFFLE MASTER INC COM 825549108 158 18785 SH SOLE 18785 0 0 SEARS HLDGS CORP COM 812350106 6966 96568 SH SOLE 96568 0 0 SCHULMAN A INC COM 808194104 207 10268 SH SOLE 10268 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 696 76788 SH SOLE 76788 0 0 MADDEN STEVEN LTD COM 556269108 301 7333 SH SOLE 7333 0 0 SHORETEL INC COM 825211105 69 13828 SH SOLE 13828 0 0 SAUER-DANFOSS INC COM 804137107 586 27523 SH SOLE 27523 0 0 SHERWIN WILLIAMS CO COM 824348106 531 7071 SH SOLE 7071 0 0 ISHARES TR BARCLYS 1-3 YR COM 464287457 2161 25614 SH SOLE 25614 0 0 SIEMENS A G COM 826197501 1350 12808 SH SOLE 12808 0 0 SIGMA ALDRICH CORP COM 826552101 3332 55189 SH SOLE 55189 0 0 COMPANHIA SIDERURGICA NACION COM 20440W105 23911 1353202 SH SOLE 1353202 0 0 COMPANHIA SIDERURGICA NACION OPTION 20440W105 1222 5100 SH PUT SOLE 5100 0 0 SIGNET JEWELERS LIMITED SHS COM G81276100 530 16696 SH SOLE 16696 0 0 SELECTIVE INS GROUP INC COM 816300107 291 17893 SH SOLE 17893 0 0 SILICON IMAGE INC COM 82705T102 108 22681 SH SOLE 22681 0 0 SIRIUS XM RADIO INC COM 82967N108 1410 1175346 SH SOLE 1175346 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 547 15182 SH SOLE 15182 0 0 SVB FINL GROUP COM 78486Q101 963 22757 SH SOLE 22757 0 0 SOUTH JERSEY INDS INC COM 838518108 453 9166 SH SOLE 9166 0 0 SMUCKER J M CO COM 832696405 1319 21795 SH SOLE 21795 0 0 SAKS INC COM 79377W108 1002 116547 SH SOLE 116547 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 1483 31463 SH SOLE 31463 0 0 SKECHERS U S A INC COM 830566105 446 18971 SH SOLE 18971 0 0 SKYWEST INC COM 830879102 211 15128 SH SOLE 15128 0 0 SILICON LABORATORIES INC COM 826919102 1590 43378 SH SOLE 43378 0 0 SCHLUMBERGER LTD COM 806857108 22703 368492 SH SOLE 368492 0 0 SCHLUMBERGER LTD OPTION 806857108 3055 10258 SH PUT SOLE 10258 0 0 SCHLUMBERGER LTD OPTION 806857108 2990 3207 SH CALL SOLE 3207 0 0 SARA LEE CORP COM 803111103 6191 461015 SH SOLE 461015 0 0 SL GREEN RLTY CORP COM 78440X101 5708 90130 SH SOLE 90130 0 0 SILGAN HOLDINGS INC COM 827048109 1301 41040 SH SOLE 41040 0 0 SOLERA HOLDINGS INC COM 83421A104 1133 25661 SH SOLE 25661 0 0 SLM CORP COM 78442P106 4328 374748 SH SOLE 374748 0 0 SLM CORP OPTION 78442P106 415 4010 SH PUT SOLE 4010 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page43 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- RIVERSOURCE LASALLE INTL R/E COM 76932W102 2135 229052 SH SOLE 229052 0 0 STERLITE INDS INDIA LTD ADS COM 859737207 2610 174246 SH SOLE 174246 0 0 SOLTA MED INC COM 83438K103 30 15067 SH SOLE 15067 0 0 ISHARES SILVER TRUST ISHARES COM 46428Q109 1364 64029 SH SOLE 64029 0 0 ISHARES SILVER TRUST ISHARES OPTION 46428Q109 1628 5006 SH CALL SOLE 5006 0 0 SILVER WHEATON CORP COM 828336107 4723 177213 SH SOLE 177213 0 0 SALIX PHARMACEUTICALS INC COM 795435106 690 17366 SH SOLE 17366 0 0 SM ENERGY CO COM 78454L100 393 10496 SH SOLE 10496 0 0 SYMMETRY MED INC COM 871546206 125 13005 SH SOLE 13005 0 0 SMART BALANCE INC COM 83169Y108 75 19308 SH SOLE 19308 0 0 SCOTTS MIRACLE GRO CO COM 810186106 1105 21365 SH SOLE 21365 0 0 SEMICONDUCTOR HLDRS TR DEP RCPTCOM 816636203 38174 1377495 SH SOLE 1377495 0 0 SMART MODULAR TECHNOLOGIES I O COM G82245104 84 13919 SH SOLE 13919 0 0 STEIN MART INC COM 858375108 99 11156 SH SOLE 11156 0 0 SEMTECH CORP COM 816850101 687 34020 SH SOLE 34020 0 0 SNAP ON INC COM 833034101 283 6075 SH SOLE 6075 0 0 SANDISK CORP COM 80004C101 9407 256662 SH SOLE 256662 0 0 SANDISK CORP BOND CV 80004CAC5 445446 4855000 PRN SOLE 4855000 0 0 SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 3845 163619 SH SOLE 163619 0 0 SCRIPPS NETWORKS INTERACT IN COM 811065101 394 8285 SH SOLE 8285 0 0 SYNOPSYS INC COM 871607107 2034 82112 SH SOLE 82112 0 0 SANTARUS INC COM 802817304 40 13425 SH SOLE 13425 0 0 SYNOVUS FINL CORP COM 87161C105 1204 489550 SH SOLE 489550 0 0 SYNOVUS FINL CORP UNIT 99/99/9 COM 87161C204 21283 903750 SH SOLE 903750 0 0 SANOFI AVENTIS COM 80105N105 3851 115806 SH SOLE 115806 0 0 SOUTHERN CO COM 842587107 6845 183811 SH SOLE 183811 0 0 SOUTHERN CO OPTION 842587107 357 6112 SH CALL SOLE 6112 0 0 SOLUTIA INC COM 834376501 813 50725 SH SOLE 50725 0 0 SOHU COM INC COM 83408W103 452 7851 SH SOLE 7851 0 0 SOHU COM INC OPTION 83408W103 411 1783 SH PUT SOLE 1783 0 0 SOHU COM INC OPTION 83408W103 294 766 SH CALL SOLE 766 0 0 GT SOLAR INTL INC COM 3623E0209 336 40199 SH SOLE 40199 0 0 SONOCO PRODS CO COM 835495102 1848 55250 SH SOLE 55250 0 0 SONIC CORP COM 835451105 151 18633 SH SOLE 18633 0 0 S1 CORPORATION COM 78463B101 84 16060 SH SOLE 16060 0 0 SONUS NETWORKS INC COM 835916107 225 63607 SH SOLE 63607 0 0 DIREXION SHS ETF TR DLY SCOND COM 25459W458 4676 150000 SH SOLE 150000 0 0 SPARTAN MTRS INC COM 846819100 47 10050 SH SOLE 10050 0 0 SPECIAL OPPORTUNITIES FD INC COM 84741T104 327 23490 SH SOLE 23490 0 0 STANDARD PAC CORP NEW COM 85375C101 710 178757 SH SOLE 178757 0 0 SIMON PPTY GROUP INC NEW COM 828806109 29057 313321 SH SOLE 313321 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 250 1601 SH PUT SOLE 1601 0 0 SIMON PPTY GROUP INC NEW OPTION 828806109 378 279 SH CALL SOLE 279 0 0 STAPLES INC COM 855030102 6794 324755 SH SOLE 324755 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 1677 62820 SH SOLE 62820 0 0 SESI L L C BOND CV 78412FAH7 290625 3000000 PRN SOLE 3000000 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 53 12755 SH SOLE 12755 0 0 SPIRIT AEROSYSTEMS HLDGS INC C COM 848574109 1645 82532 SH SOLE 82532 0 0 SUPPORT COM INC COM 86858W101 53 11670 SH SOLE 11670 0 0 SPX CORP COM 784635104 1699 26856 SH SOLE 26856 0 0 SUNPOWER CORP COM COM 867652109 2895 201065 SH SOLE 201065 0 0 SPDR S&P 500 ETF TR TR UNIT COM 78462F103 1898041 16630514 SH SOLE 16630514 0 0 SPDR S&P 500 ETF TR TR UNIT OPTION 78462F103 6427 42512 SH PUT SOLE 42512 0 0 SPDR S&P 500 ETF TR TR UNIT OPTION 78462F103 23910 77321 SH CALL SOLE 77321 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page44 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SOCIEDAD QUIMICA MINERA DE C S COM 833635105 3589 74390 SH SOLE 74390 0 0 SEQUENOM INC COM 817337405 192 27372 SH SOLE 27372 0 0 STERICYCLE INC COM 858912108 7843 112887 SH SOLE 112887 0 0 SEMPRA ENERGY COM 816851109 992 18441 SH SOLE 18441 0 0 CUSHING MLP TOTAL RETURN FD CO COM 231631102 1231 146357 SH SOLE 146357 0 0 SRA INTL INC COM 78464R105 513 26026 SH SOLE 26026 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 55 16072 SH SOLE 16072 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 324 12565 SH SOLE 12565 0 0 STAGE STORES INC COM 85254C305 173 13305 SH SOLE 13305 0 0 SOVRAN SELF STORAGE INC COM 84610H108 276 7284 SH SOLE 7284 0 0 BANCO SANTANDER SA COM 05964H105 1946 153699 SH SOLE 153699 0 0 STERIS CORP COM 859152100 1121 33756 SH SOLE 33756 0 0 STEC INC COM 784774101 167 13444 SH SOLE 13444 0 0 STEWART ENTERPRISES INC COM 860370105 133 24691 SH SOLE 24691 0 0 STEMCELLS INC COM 85857R105 29 35166 SH SOLE 35166 0 0 SUNTRUST BKS INC COM 867914103 25084 971137 SH SOLE 971137 0 0 ST JUDE MED INC COM 790849103 1657 42129 SH SOLE 42129 0 0 STEEL DYNAMICS INC COM 858119100 6014 426212 SH SOLE 426212 0 0 STMICROELECTRONICS N V NY REGI COM 861012102 1513 198243 SH SOLE 198243 0 0 STATOIL ASA COM 85771P102 440 20965 SH SOLE 20965 0 0 SUNTECH PWR HLDGS CO LTD COM 86800C104 3699 383671 SH SOLE 383671 0 0 QUESTAR CORP COM 748356102 818 46664 SH SOLE 46664 0 0 STRAYER ED INC COM 863236105 1706 9778 SH SOLE 9778 0 0 STATE STR CORP COM 857477103 12511 332200 SH SOLE 332200 0 0 STATE STR CORP OPTION 857477103 1759 1176 SH PUT SOLE 1176 0 0 STARWOOD PPTY TR INC COM 85571B105 277 13960 SH SOLE 13960 0 0 SEAGATE TECHNOLOGY PLC SHS COM G7945M107 8387 712309 SH SOLE 712309 0 0 CONSTELLATION BRANDS INC COM 21036P108 600 33943 SH SOLE 33943 0 0 SUNCOR ENERGY INC NEW COM 867224107 5321 163458 SH SOLE 163458 0 0 SOUTHERN UN CO NEW COM 844030106 1564 65004 SH SOLE 65004 0 0 SUNOCO INC COM 86764P109 1673 45830 SH SOLE 45830 0 0 SUN HEALTHCARE GROUP INC COM 866933401 202 23898 SH SOLE 23898 0 0 SUPERGEN INC COM 868059106 31 14868 SH SOLE 14868 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 327 38772 SH SOLE 38772 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 517 22590 SH SOLE 22590 0 0 SYNIVERSE HLDGS INC COM 87163F106 825 36399 SH SOLE 36399 0 0 SUPERVALU INC COM 868536103 2412 209205 SH SOLE 209205 0 0 SUPERVALU INC OPTION 868536103 543 4108 SH PUT SOLE 4108 0 0 SAVVIS INC COM 805423308 237 11227 SH SOLE 11227 0 0 STILLWATER MNG CO COM 86074Q102 407 24192 SH SOLE 24192 0 0 SMITH & WESSON HLDG CORP COM 831756101 64 18071 SH SOLE 18071 0 0 SOLARWINDS INC COM 83416B109 247 14291 SH SOLE 14291 0 0 STANLEY BLACK & DECKER INC COM 854502101 2376 38779 SH SOLE 38779 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1282 62034 SH SOLE 62034 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 349 5981 SH SOLE 5981 0 0 SOUTHWESTERN ENERGY CO COM 845467109 5210 155816 SH SOLE 155816 0 0 SOUTHWEST GAS CORP COM 844895102 461 13731 SH SOLE 13731 0 0 SAFEWAY INC COM 786514208 740 34965 SH SOLE 34965 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1287 42220 SH SOLE 42220 0 0 SYMETRA FINL CORP COM 87151Q106 167 16010 SH SOLE 16010 0 0 STRYKER CORP COM 863667101 1264 25245 SH SOLE 25245 0 0 SYKES ENTERPRISES INC COM 871237103 164 12081 SH SOLE 12081 0 0 SYMANTEC CORP COM 871503108 17295 1143109 SH SOLE 1143109 0 0 SYMMETRICOM INC COM 871543104 92 16124 SH SOLE 16124 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page45 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- SYNAPTICS INC COM 87157D109 5569 197908 SH SOLE 197908 0 0 SYNTROLEUM CORP COM 871630109 33 17838 SH SOLE 17838 0 0 SYNTEL INC COM 87162H103 220 4934 SH SOLE 4934 0 0 SYNGENTA AG COM 87160A100 1402 28168 SH SOLE 28168 0 0 SYSCO CORP COM 871829107 3082 108081 SH SOLE 108081 0 0 AT&T INC COM 00206R102 46524 1626705 SH SOLE 1626705 0 0 AT&T INC OPTION 00206R102 300 1000 SH CALL SOLE 1000 0 0 AT&T INC OPTION 00206R102 10986 63265 SH CALL SOLE 63265 0 0 AT&T INC OPTION 00206R102 8865 82910 SH PUT SOLE 82910 0 0 MOLSON COORS BREWING CO CL B COM 60871R209 1459 30904 SH SOLE 30904 0 0 TASER INTL INC COM 87651B104 74 19051 SH SOLE 19051 0 0 TRANSATLANTIC PETROLEUM LTD SHSCOM G89982105 111 37441 SH SOLE 37441 0 0 TRUEBLUE INC COM 89785X101 331 24250 SH SOLE 24250 0 0 TIMBERLAND CO COM 887100105 746 37670 SH SOLE 37670 0 0 THOMPSON CREEK METALS CO INC COM 884768102 454 42126 SH SOLE 42126 0 0 TCF FINL CORP COM 872275102 1322 81659 SH SOLE 81659 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 188 10877 SH SOLE 10877 0 0 TAUBMAN CTRS INC COM 876664103 2410 54032 SH SOLE 54032 0 0 TERADATA CORP DEL COM 88076W103 768 19910 SH SOLE 19910 0 0 TRANSDIGM GROUP INC COM 893641100 350 5644 SH SOLE 5644 0 0 TELEPHONE & DATA SYS INC COM 879433100 1717 52340 SH SOLE 52340 0 0 TIDEWATER INC COM 886423102 899 20062 SH SOLE 20062 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 434 10895 SH SOLE 10895 0 0 TECO ENERGY INC COM 872375100 1064 61451 SH SOLE 61451 0 0 TECH DATA CORP COM 878237106 723 17949 SH SOLE 17949 0 0 TECHNE CORP COM 878377100 786 12733 SH SOLE 12733 0 0 TELEFONICA S A COM 879382208 1994 26891 SH SOLE 26891 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 634 12180 SH SOLE 12180 0 0 TYCO ELECTRONICS LTD SWITZER S COM H8912P106 3134 107241 SH SOLE 107241 0 0 TENNECO INC COM 880349105 544 18766 SH SOLE 18766 0 0 TERADYNE INC COM 880770102 945 84816 SH SOLE 84816 0 0 TEVA PHARMACEUTICAL INDS LTD COM 881624209 36394 689932 SH SOLE 689932 0 0 TEREX CORP NEW COM 880779103 835 36449 SH SOLE 36449 0 0 TAIWAN GREATER CHINA FD SH BEN COM 874037104 782 116051 SH SOLE 116051 0 0 TFS FINL CORP COM 87240R107 680 73996 SH SOLE 73996 0 0 TELEFLEX INC COM 879369106 865 15237 SH SOLE 15237 0 0 TRIUMPH GROUP INC NEW COM 896818101 412 5528 SH SOLE 5528 0 0 TARGET CORP COM 87612E106 33003 617577 SH SOLE 617577 0 0 TARGET CORP OPTION 87612E106 1657 10334 SH PUT SOLE 10334 0 0 TARGET CORP OPTION 87612E106 3222 7688 SH CALL SOLE 7688 0 0 TENET HEALTHCARE CORP COM 88033G100 370 78308 SH SOLE 78308 0 0 ISHARES INC MSCI THAILAND COM 464286624 5013 80783 SH SOLE 80783 0 0 HANOVER INS GROUP INC COM 410867105 1311 27895 SH SOLE 27895 0 0 THOR INDS INC COM 885160101 423 12652 SH SOLE 12652 0 0 THORATEC CORP COM 885175307 806 21795 SH SOLE 21795 0 0 THQ INC COM 872443403 83 20551 SH SOLE 20551 0 0 THERAVANCE INC COM 88338T104 371 18442 SH SOLE 18442 0 0 TREEHOUSE FOODS INC COM 89469A104 470 10190 SH SOLE 10190 0 0 TELECOM ITALIA S P A NEW SPON COM 87927Y102 180 12902 SH SOLE 12902 0 0 TIBCO SOFTWARE INC COM 88632Q103 1531 86297 SH SOLE 86297 0 0 TIFFANY & CO NEW COM 886547108 732 15576 SH SOLE 15576 0 0 TEMPLE INLAND INC COM 879868107 1984 106304 SH SOLE 106304 0 0 TIVO INC COM 888706108 312 34431 SH SOLE 34431 0 0 TJX COS INC NEW COM 872540109 2475 55452 SH SOLE 55452 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page46 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TEKELEC COM 879101103 484 37330 SH SOLE 37330 0 0 TIMKEN CO COM 887389104 1427 37200 SH SOLE 37200 0 0 TELLABS INC COM 879664100 4184 561675 SH SOLE 561675 0 0 TALBOTS INC COM 874161102 295 22549 SH SOLE 22549 0 0 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 719 31438 SH SOLE 31438 0 0 TALEO CORP COM 87424N104 335 11553 SH SOLE 11553 0 0 TOYOTA MOTOR CORP SP COM 892331307 2244 31350 SH SOLE 31350 0 0 FISHER SCIENTIFIC INTL INC BOND CV 338032AX3 37650 300000 PRN SOLE 300000 0 0 TORCHMARK CORP COM 891027104 3269 61520 SH SOLE 61520 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1545 32278 SH SOLE 32278 0 0 TERREMARK WORLDWIDE INC COM 881448203 167 16136 SH SOLE 16136 0 0 TELEFONOS DE MEXICO S A B SPON COM 879403780 99031 6633047 SH SOLE 6633047 0 0 THOMAS & BETTS CORP COM 884315102 818 19938 SH SOLE 19938 0 0 TELE NORTE LESTE PART S A SPON COM 879246106 4571 324639 SH SOLE 324639 0 0 TECHNITROL INC COM 878555101 55 12409 SH SOLE 12409 0 0 TOLL BROTHERS INC COM 889478103 3681 193542 SH SOLE 193542 0 0 TOMOTHERAPY INC COM 890088107 48 13747 SH SOLE 13747 0 0 TOTAL S A COM 89151E109 5262 101976 SH SOLE 101976 0 0 TEMPUR PEDIC INTL INC COM 88023U101 1131 36471 SH SOLE 36471 0 0 TORTOISE PWR & ENERGY INFRAS COM 89147X104 1032 45551 SH SOLE 45551 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 448 46712 SH SOLE 46712 0 0 TOOTSIE ROLL INDS INC COM 890516107 336 13496 SH SOLE 13496 0 0 TRADESTATION GROUP INC COM 89267P105 78 11785 SH SOLE 11785 0 0 DEALERTRACK HLDGS INC COM 242309102 206 12071 SH SOLE 12071 0 0 TRANSATLANTIC HLDGS INC COM 893521104 2557 50307 SH SOLE 50307 0 0 THOMSON REUTERS CORP COM 884903105 4627 123293 SH SOLE 123293 0 0 TRIDENT MICROSYSTEMS INC COM 895919108 36 20891 SH SOLE 20891 0 0 TRUE RELIGION APPAREL INC COM 89784N104 355 16640 SH SOLE 16640 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1520 43378 SH SOLE 43378 0 0 TRUSTMARK CORP COM 898402102 1413 64993 SH SOLE 64993 0 0 TRINITY INDS INC COM 896522109 841 37774 SH SOLE 37774 0 0 PRICE T ROWE GROUP INC COM 74144T108 4419 88266 SH SOLE 88266 0 0 TRANSCANADA CORP COM 89353D107 1725 46461 SH SOLE 46461 0 0 TRUSTCO BK CORP N Y COM 898349105 130 23375 SH SOLE 23375 0 0 TRAVELERS COMPANIES INC COM 89417E109 24785 475725 SH SOLE 475725 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 512 12329 SH SOLE 12329 0 0 TRW AUTOMOTIVE HLDGS CORP OPTION 87264S106 1592 4300 SH CALL SOLE 4300 0 0 TENARIS S A COM 88031M109 3640 94749 SH SOLE 94749 0 0 TRACTOR SUPPLY CO COM 892356106 989 24940 SH SOLE 24940 0 0 SOUTH FINL GROUP INC COM 837841105 6 22154 SH SOLE 22154 0 0 TRINA SOLAR LIMITED SPON COM 89628E104 3845 127405 SH SOLE 127405 0 0 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 276 27215 SH SOLE 27215 0 0 TYSON FOODS INC COM 902494103 2385 148850 SH SOLE 148850 0 0 TYSON FOODS INC OPTION 902494103 361 1508 SH PUT SOLE 1508 0 0 TESORO CORP COM 881609101 2220 166205 SH SOLE 166205 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 657 35496 SH SOLE 35496 0 0 TOTAL SYS SVCS INC COM 891906109 2126 139504 SH SOLE 139504 0 0 TELECOMMUNICATION SYS INC COM 87929J103 427 109209 SH SOLE 109209 0 0 TORO CO COM 891092108 243 4321 SH SOLE 4321 0 0 TELETECH HOLDINGS INC COM 879939106 306 20646 SH SOLE 20646 0 0 TETRA TECH INC NEW COM 88162G103 2514 119865 SH SOLE 119865 0 0 THAI FD INC COM 882904105 159 11474 SH SOLE 11474 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 236 23134 SH SOLE 23134 0 0 TATA MTRS LTD COM 876568502 2692 105536 SH SOLE 105536 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page47 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- TTM TECHNOLOGIES INC COM 87305R109 245 25036 SH SOLE 25036 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 256 25240 SH SOLE 25240 0 0 TELUS CORP NON-VTG SHS COM 87971M202 3332 78687 SH SOLE 78687 0 0 TUESDAY MORNING CORP COM 899035505 50 10428 SH SOLE 10428 0 0 MICROTUNE INC DEL COM 59514P109 1199 413335 SH SOLE 413335 0 0 TUPPERWARE BRANDS CORP COM 899896104 1763 38527 SH SOLE 38527 0 0 GRUPO TELEVISA SA DE CV SP COM 40049J206 2124 112237 SH SOLE 112237 0 0 TOWERS WATSON & CO COM 891894107 809 16454 SH SOLE 16454 0 0 TIME WARNER CABLE INC COM 88732J207 2368 43863 SH SOLE 43863 0 0 TOWER GROUP INC COM 891777104 956 40946 SH SOLE 40946 0 0 TITAN INTL INC ILL COM 88830M102 144 10618 SH SOLE 10618 0 0 TW TELECOM INC COM 87311L104 2372 127730 SH SOLE 127730 0 0 TIME WARNER INC COM 887317303 10585 345344 SH SOLE 345344 0 0 TEXAS INSTRS INC COM 882508104 5948 219158 SH SOLE 219158 0 0 TEXAS INSTRS INC OPTION 882508104 493 6383 SH PUT SOLE 6383 0 0 TEXAS INSTRS INC OPTION 882508104 760 2000 SH CALL SOLE 2000 0 0 TEXAS ROADHOUSE INC COM 882681109 232 16496 SH SOLE 16496 0 0 TEXTRON INC COM 883203101 431 20962 SH SOLE 20962 0 0 TRI CONTL CORP COM 895436103 501 40623 SH SOLE 40623 0 0 TYCO INTERNATIONAL LTD SHS COM H89128104 9795 266669 SH SOLE 266669 0 0 DIREXION SHS ETF TR DLY TECH B COM 25459W102 16835 500000 SH SOLE 500000 0 0 UNDER ARMOUR INC COM 904311107 1033 22942 SH SOLE 22942 0 0 UAL CORP COM 902549807 2516 106339 SH SOLE 106339 0 0 UBS AG SHS COM H89231338 5630 330581 SH SOLE 330581 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1120 44987 SH SOLE 44987 0 0 UNITED CMNTY BKS BLAIRSVLE G C COM 90984P105 57 25388 SH SOLE 25388 0 0 UDR INC COM 902653104 4532 214561 SH SOLE 214561 0 0 UNITED DOMINION REALTY TR IN BOND CV 910197AM4 111100 1100000 PRN SOLE 1100000 0 0 URANIUM ENERGY CORP COM 916896103 51 15634 SH SOLE 15634 0 0 UNIFI INC COM 904677101 49 10838 SH SOLE 10838 0 0 DOMTAR CORP COM 257559203 482 7471 SH SOLE 7471 0 0 UGI CORP NEW COM 902681105 1152 40261 SH SOLE 40261 0 0 AMERCO COM 023586100 229 2876 SH SOLE 2876 0 0 UNIVERSAL HLTH SVCS INC CL B COM 913903100 1349 34717 SH SOLE 34717 0 0 UIL HLDG CORP COM 902748102 408 14476 SH SOLE 14476 0 0 UNISYS CORP COM 909214306 2713 97229 SH SOLE 97229 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 287 9836 SH SOLE 9836 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 286 7394 SH SOLE 7394 0 0 UMB FINL CORP COM 902788108 370 10432 SH SOLE 10432 0 0 UMPQUA HLDGS CORP COM 904214103 926 81662 SH SOLE 81662 0 0 UNILEVER N V N Y SHS COM 904784709 2673 89447 SH SOLE 89447 0 0 UNIFIRST CORP MASS COM 904708104 207 4682 SH SOLE 4682 0 0 UNITED NAT FOODS INC COM 911163103 569 17194 SH SOLE 17194 0 0 UNITED STATES NATL GAS FUND UN COM 912318102 30668 4972185 SH SOLE 4972185 0 0 UNITED STATES NATL GAS FUND UN OPTION 912318102 5055 22431 SH PUT SOLE 22431 0 0 UNITEDHEALTH GROUP INC COM 91324P102 14778 420897 SH SOLE 420897 0 0 UNILIFE CORP NEW COM 90478E103 75 12497 SH SOLE 12497 0 0 UNUM GROUP COM 91529Y106 3144 141937 SH SOLE 141937 0 0 UNION PAC CORP COM 907818108 7305 89298 SH SOLE 89298 0 0 UNION PAC CORP OPTION 907818108 487 3717 SH PUT SOLE 3717 0 0 UNISOURCE ENERGY CORP COM 909205106 1195 35755 SH SOLE 35755 0 0 UNIT CORP COM 909218109 586 15714 SH SOLE 15714 0 0 UNITED ONLINE INC COM 911268100 150 26175 SH SOLE 26175 0 0 ULTRA PETROLEUM CORP COM 903914109 1709 40700 SH SOLE 40700 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page48 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- UNITED PARCEL SERVICE INC CL B COM 911312106 15224 228277 SH SOLE 228277 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 2162 15026 SH PUT SOLE 15026 0 0 UNITED PARCEL SERVICE INC CL B OPTION 911312106 2717 7814 SH CALL SOLE 7814 0 0 URBAN OUTFITTERS INC COM 917047102 5960 189561 SH SOLE 189561 0 0 URBAN OUTFITTERS INC OPTION 917047102 481 666 SH PUT SOLE 666 0 0 PROSHARES TR ULT R/EST COM 74347X625 677 15220 SH SOLE 15220 0 0 UNITED RENTALS INC COM 911363109 529 35650 SH SOLE 35650 0 0 URS CORP NEW COM 903236107 1689 44461 SH SOLE 44461 0 0 US BANCORP DEL COM 902973304 38689 1789492 SH SOLE 1789492 0 0 US BANCORP DEL OPTION 902973304 278 6046 SH CALL SOLE 6046 0 0 US BANCORP DEL OPTION 902973304 4788 17717 SH PUT SOLE 17717 0 0 UNITED STATES OIL FUND LP UNITSCOM 91232N108 8930 256307 SH SOLE 256307 0 0 UNITED STATES OIL FUND LP UNITSOPTION 91232N108 2579 8447 SH PUT SOLE 8447 0 0 UNITED STATIONERS INC COM 913004107 387 7233 SH SOLE 7233 0 0 USEC INC COM 90333E108 390 75234 SH SOLE 75234 0 0 USEC INC BOND CV 90333EAC2 316 4000 PRN SOLE 4000 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 975 17405 SH SOLE 17405 0 0 UTI WORLDWIDE INC COM G87210103 190 11796 SH SOLE 11796 0 0 UNITRIN INC COM 913275103 815 33434 SH SOLE 33434 0 0 UTSTARCOM INC COM 918076100 75 34426 SH SOLE 34426 0 0 UNITED TECHNOLOGIES CORP COM 913017109 17351 243597 SH SOLE 243597 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 696 2166 SH CALL SOLE 2166 0 0 UNITED TECHNOLOGIES CORP OPTION 913017109 1260 7349 SH PUT SOLE 7349 0 0 UNIVERSAL CORP VA COM 913456109 1357 33840 SH SOLE 33840 0 0 US GOLD CORPORATION PAR $0.10 COM 912023207 763 153502 SH SOLE 153502 0 0 PROSHARES TR ULTRA FNCLS COM 74347X633 1223 22500 SH SOLE 22500 0 0 VISA INC COM COM 92826C839 9864 132835 SH SOLE 132835 0 0 VALSPAR CORP COM 920355104 2341 73505 SH SOLE 73505 0 0 VALE S A COM 91912E105 166609 5328083 SH SOLE 5328083 0 0 VALE S A OPTION 91912E105 2938 7389 SH CALL SOLE 7389 0 0 VALE S A OPTION 91912E105 10747 58877 SH PUT SOLE 58877 0 0 VALE S A COM 91912E204 55143 1987125 SH SOLE 1987125 0 0 VARIAN MED SYS INC COM 92220P105 1119 18491 SH SOLE 18491 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 935 27583 SH SOLE 27583 0 0 VALUECLICK INC COM 92046N102 730 55792 SH SOLE 55792 0 0 VEOLIA ENVIRONNEMENT COM 92334N103 287 10881 SH SOLE 10881 0 0 VEECO INSTRS INC DEL COM 922417100 1589 45573 SH SOLE 45573 0 0 V F CORP COM 918204108 1949 24055 SH SOLE 24055 0 0 VONAGE HLDGS CORP COM 92886T201 83 32391 SH SOLE 32391 0 0 VECTOR GROUP LTD COM 92240M108 247 13211 SH SOLE 13211 0 0 VIACOM INC NEW CL B COM 92553P201 2106 58188 SH SOLE 58188 0 0 VICAL INC COM 925602104 32 14348 SH SOLE 14348 0 0 VIMPELCOM LTD COM 92719A106 6035 406410 SH SOLE 406410 0 0 ORTHOVITA INC COM 68750U102 46 20222 SH SOLE 20222 0 0 VIVO PARTICIPACOES S A SPON COM 92855S200 303 11169 SH SOLE 11169 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 270 12324 SH SOLE 12324 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4312 246276 SH SOLE 246276 0 0 VALERO ENERGY CORP NEW OPTION 91913Y100 216 6231 SH CALL SOLE 6231 0 0 VALLEY NATL BANCORP COM 919794107 1908 147896 SH SOLE 147896 0 0 VULCAN MATLS CO COM 929160109 2485 67302 SH SOLE 67302 0 0 VIRGIN MEDIA INC COM 92769L101 7441 322662 SH SOLE 322662 0 0 VALMONT INDS INC COM 920253101 638 8818 SH SOLE 8818 0 0 VMWARE INC COM 928563402 4410 51921 SH SOLE 51921 0 0 VORNADO RLTY TR SH BEN INT COM 929042109 15384 179865 SH SOLE 179865 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page49 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- VANGUARD INDEX FDS REIT ETF COM 922908553 7054 135437 SH SOLE 135437 0 0 VODAFONE GROUP PLC NEW SPONS COM 92857W209 16334 658364 SH SOLE 658364 0 0 VOLCANO CORPORATION COM 928645100 385 14831 SH SOLE 14831 0 0 VIROPHARMA INC COM 928241108 584 39196 SH SOLE 39196 0 0 VISTAPRINT N V SHS COM N93540107 236 6111 SH SOLE 6111 0 0 VALIDUS HOLDINGS LTD COM SHS COM G9319H102 1089 41316 SH SOLE 41316 0 0 VECTOR GROUP LTD DBCV 6/1 BOND CV 92240MAL2 1428000 12000000 PRN SOLE 12000000 0 0 VERISK ANALYTICS INC COM 92345Y106 1539 54962 SH SOLE 54962 0 0 VERISIGN INC COM 92343E102 3108 97909 SH SOLE 97909 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 10368 299918 SH SOLE 299918 0 0 PHARMASSET INC COM 71715N106 257 8726 SH SOLE 8726 0 0 VIASAT INC COM 92552V100 420 10213 SH SOLE 10213 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 290 10071 SH SOLE 10071 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 737 76087 SH SOLE 76087 0 0 VANTAGE DRILLING COMPANY ORD S COM G93205113 62 38974 SH SOLE 38974 0 0 VENTAS INC COM 92276F100 10392 201515 SH SOLE 201515 0 0 VANGUARD INDEX FDS GROWTH ETF COM 922908736 6306 114715 SH SOLE 114715 0 0 VECTREN CORP COM 92240G101 709 27387 SH SOLE 27387 0 0 VIVUS INC COM 928551100 165 24723 SH SOLE 24723 0 0 BARCLAYS BK PLC IPATH S&P ST E COM 06740C527 175 10100 SH SOLE 10100 0 0 BARCLAYS BK PLC IPATH S&P ST E OPTION 06740C527 700 10000 SH CALL SOLE 10000 0 0 BARCLAYS BK PLC IPATH S&P ST E OPTION 06740C527 4310 11000 SH PUT SOLE 11000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 23267 713940 SH SOLE 713940 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 3983 19911 SH CALL SOLE 19911 0 0 VERIZON COMMUNICATIONS INC OPTION 92343V104 3046 18389 SH PUT SOLE 18389 0 0 WABTEC CORP COM 929740108 848 17751 SH SOLE 17751 0 0 WESTAMERICA BANCORPORATION COM 957090103 1093 20061 SH SOLE 20061 0 0 WALGREEN CO COM 931422109 4792 143036 SH SOLE 143036 0 0 WALGREEN CO OPTION 931422109 894 4391 SH PUT SOLE 4391 0 0 WALGREEN CO OPTION 931422109 1960 4951 SH CALL SOLE 4951 0 0 WESTERN ALLIANCE BANCORP COM 957638109 129 19264 SH SOLE 19264 0 0 WATERS CORP COM 941848103 533 7531 SH SOLE 7531 0 0 WAVE SYSTEMS CORP COM 943526301 46 20642 SH SOLE 20642 0 0 WABCO HLDGS INC COM 92927K102 317 7550 SH SOLE 7550 0 0 WIMM BILL DANN FOODS OJSC COM 97263M109 2102 92938 SH SOLE 92938 0 0 WEBMD HEALTH CORP COM 94770V102 1987 39845 SH SOLE 39845 0 0 WEBSTER FINL CORP CONN COM 947890109 624 35514 SH SOLE 35514 0 0 WEBSENSE INC COM 947684106 236 13303 SH SOLE 13303 0 0 WEST COAST BANCORP ORE NEW COM 952145100 58 25261 SH SOLE 25261 0 0 WESCO INTL INC COM 95082P105 378 9629 SH SOLE 9629 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 644 22236 SH SOLE 22236 0 0 WASTE CONNECTIONS INC COM 941053100 3861 97365 SH SOLE 97365 0 0 WARNER CHILCOTT PLC IRELAND SH COM G94368100 4827 215101 SH SOLE 215101 0 0 WESTERN DIGITAL CORP COM 958102105 2800 98628 SH SOLE 98628 0 0 WESTERN DIGITAL CORP OPTION 958102105 372 1006 SH PUT SOLE 1006 0 0 WD-40 CO COM 929236107 210 5519 SH SOLE 5519 0 0 WADDELL & REED FINL INC COM 930059100 1585 57920 SH SOLE 57920 0 0 WISCONSIN ENERGY CORP COM 976657106 1443 24963 SH SOLE 24963 0 0 WENDYS ARBYS GROUP INC COM 950587105 736 162400 SH SOLE 162400 0 0 WERNER ENTERPRISES INC COM 950755108 501 24453 SH SOLE 24453 0 0 WELLS FARGO & CO NEW COM 949746101 97043 3863926 SH SOLE 3863926 0 0 WELLS FARGO & CO NEW OPTION 949746101 2553 25418 SH CALL SOLE 25418 0 0 WELLS FARGO & CO NEW OPTION 949746101 17318 52657 SH PUT SOLE 52657 0 0 WHOLE FOODS MKT INC COM 966837106 3250 87586 SH SOLE 87586 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page50 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- MEMC ELECTR MATLS INC COM 552715104 424 35608 SH SOLE 35608 0 0 MEMC ELECTR MATLS INC OPTION 552715104 208 1683 SH CALL SOLE 1683 0 0 WASHINGTON FED INC COM 938824109 1056 69110 SH SOLE 69110 0 0 WEATHERFORD INTERNATIONAL LT R COM H27013103 29330 1715201 SH SOLE 1715201 0 0 WEATHERFORD INTERNATIONAL LT R OPTION H27013103 1573 8874 SH PUT SOLE 8874 0 0 WILLBROS GROUP INC DEL COM 969203108 140 15278 SH SOLE 15278 0 0 WGL HLDGS INC COM 92924F106 996 26350 SH SOLE 26350 0 0 WINNEBAGO INDS INC COM 974637100 110 10530 SH SOLE 10530 0 0 WOODWARD GOVERNOR CO COM 980745103 1462 45098 SH SOLE 45098 0 0 WHIRLPOOL CORP COM 963320106 2486 30708 SH SOLE 30708 0 0 WHIRLPOOL CORP OPTION 963320106 216 161 SH PUT SOLE 161 0 0 WINDSTREAM CORP COM 97381W104 4192 341183 SH SOLE 341183 0 0 WINN DIXIE STORES INC COM 974280307 119 16694 SH SOLE 16694 0 0 WIPRO LTD SPON COM 97651M109 6432 444782 SH SOLE 444782 0 0 WILMINGTON TRUST CORP COM 971807102 535 59587 SH SOLE 59587 0 0 WHITING PETE CORP NEW COM 966387102 3949 41348 SH SOLE 41348 0 0 WELLPOINT INC COM 94973V107 3832 67664 SH SOLE 67664 0 0 WALTER ENERGY INC COM 93317Q105 1533 18855 SH SOLE 18855 0 0 WASTE MGMT INC DEL COM 94106L109 8517 238309 SH SOLE 238309 0 0 WILLIAMS COS INC DEL COM 969457100 5255 275004 SH SOLE 275004 0 0 WARNER MUSIC GROUP CORP COM 934550104 62 13718 SH SOLE 13718 0 0 WRIGHT MED GROUP INC COM 98235T107 169 11744 SH SOLE 11744 0 0 WMS INDS INC COM 929297109 1678 44078 SH SOLE 44078 0 0 WAL MART STORES INC COM 931142103 21936 409866 SH SOLE 409866 0 0 WAL MART STORES INC OPTION 931142103 4945 23717 SH CALL SOLE 23717 0 0 WAL MART STORES INC OPTION 931142103 4831 24804 SH PUT SOLE 24804 0 0 WABASH NATL CORP COM 929566107 157 19413 SH SOLE 19413 0 0 WESTERN REFNG INC COM 959319104 79 15143 SH SOLE 15143 0 0 VCA ANTECH INC COM 918194101 1096 51960 SH SOLE 51960 0 0 WORTHINGTON INDS INC COM 981811102 461 30698 SH SOLE 30698 0 0 WATSON PHARMACEUTICALS INC COM 942683103 5949 140612 SH SOLE 140612 0 0 WASHINGTON POST CO CL B COM 939640108 697 1745 SH SOLE 1745 0 0 WAUSAU PAPER CORP COM 943315101 117 14119 SH SOLE 14119 0 0 WESTAR ENERGY INC COM 95709T100 983 40569 SH SOLE 40569 0 0 BERKLEY W R CORP COM 084423102 2621 96820 SH SOLE 96820 0 0 WARNACO GROUP INC COM 934390402 1393 27248 SH SOLE 27248 0 0 WASHINGTON REAL ESTATE INVT SH COM 939653101 1709 53871 SH SOLE 53871 0 0 WARREN RES INC COM 93564A100 83 20828 SH SOLE 20828 0 0 WEINGARTEN RLTY INVS SH BEN INTCOM 948741103 2996 137289 SH SOLE 137289 0 0 WORLD ACCEP CORP DEL COM 981419104 257 5821 SH SOLE 5821 0 0 WILLIS GROUP HOLDINGS PUBLIC S COM G96666105 1142 37070 SH SOLE 37070 0 0 WILLIAMS SONOMA INC COM 969904101 1215 38316 SH SOLE 38316 0 0 WATSCO INC COM 942622200 1522 27333 SH SOLE 27333 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 346 10092 SH SOLE 10092 0 0 WINTRUST FINANCIAL CORP COM 97650W108 301 9276 SH SOLE 9276 0 0 W & T OFFSHORE INC COM 92922P106 114 10799 SH SOLE 10799 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 1354 4388 SH SOLE 4388 0 0 WHITNEY HLDG CORP COM 966612103 265 32400 SH SOLE 32400 0 0 AQUA AMERICA INC COM 03836W103 4270 209298 SH SOLE 209298 0 0 WATTS WATER TECHNOLOGIES INC COM 942749102 1989 58428 SH SOLE 58428 0 0 WET SEAL INC COM 961840105 103 30257 SH SOLE 30257 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 905 29004 SH SOLE 29004 0 0 WESTERN UN CO COM 959802109 4382 248009 SH SOLE 248009 0 0 WOLVERINE WORLD WIDE INC COM 978097103 667 22993 SH SOLE 22993 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page51 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- WUXI PHARMATECH CAYMAN INC SPO COM 929352102 195 11344 SH SOLE 11344 0 0 WRIGHT EXPRESS CORP COM 98233Q105 414 11599 SH SOLE 11599 0 0 WEYERHAEUSER CO COM 962166104 3099 196652 SH SOLE 196652 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1759 64043 SH SOLE 64043 0 0 WYNN RESORTS LTD COM 983134107 9372 108013 SH SOLE 108013 0 0 UNITED STATES STL CORP NEW COM 912909108 20852 475648 SH SOLE 475648 0 0 UNITED STATES STL CORP NEW OPTION 912909108 1660 3878 SH CALL SOLE 3878 0 0 UNITED STATES STL CORP NEW OPTION 912909108 6525 7632 SH PUT SOLE 7632 0 0 EXCO RESOURCES INC COM 269279402 526 35394 SH SOLE 35394 0 0 CIMAREX ENERGY CO COM 171798101 6140 92778 SH SOLE 92778 0 0 XCEL ENERGY INC COM 98389B100 948 41274 SH SOLE 41274 0 0 SPDR SERIES TRUST S&P HOMEBUILDCOM 78464A888 13211 836135 SH SOLE 836135 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 790 5527 SH PUT SOLE 5527 0 0 SPDR SERIES TRUST S&P HOMEBUILDOPTION 78464A888 562 8215 SH CALL SOLE 8215 0 0 EXIDE TECHNOLOGIES COM 302051206 101 21037 SH SOLE 21037 0 0 XL GROUP PLC SHS COM G98290102 2945 135956 SH SOLE 135956 0 0 SELECT SECTOR SPDR TR SBI MATE COM 81369Y100 74517 2273255 SH SOLE 2273255 0 0 SELECT SECTOR SPDR TR SBI MATE OPTION 81369Y100 380 1000 SH CALL SOLE 1000 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 210473 3754424 SH SOLE 3754424 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 1202 3700 SH CALL SOLE 3700 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y506 1430 12573 SH PUT SOLE 12573 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 137153 9561368 SH SOLE 9561368 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 9208 96877 SH CALL SOLE 96877 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y605 8728 82582 SH PUT SOLE 82582 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y704 140783 4500738 SH SOLE 4500738 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 1991 7963 SH CALL SOLE 7963 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y704 560 12849 SH PUT SOLE 12849 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y803 89656 3894682 SH SOLE 3894682 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y803 295 2500 SH CALL SOLE 2500 0 0 SELECT SECTOR SPDR TR SBI INT- OPTION 81369Y803 881 20396 SH PUT SOLE 20396 0 0 XILINX INC COM 983919101 11488 431248 SH SOLE 431248 0 0 XILINX INC SDCV 3.125% 3/1 BOND CV 983919AD3 572857 5883000 PRN SOLE 5883000 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y308 136411 4892808 SH SOLE 4892808 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 365 3192 SH CALL SOLE 3192 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y308 780 25213 SH PUT SOLE 25213 0 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 4410 140524 SH SOLE 140524 0 0 SELECT SECTOR SPDR TR SBI HEAL COM 81369Y209 99743 3271350 SH SOLE 3271350 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 255 3000 SH CALL SOLE 3000 0 0 SELECT SECTOR SPDR TR SBI HEAL OPTION 81369Y209 1272 22928 SH PUT SOLE 22928 0 0 SELECT SECTOR SPDR TR SBI CONS COM 81369Y407 124564 3728353 SH SOLE 3728353 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 1489 5553 SH CALL SOLE 5553 0 0 SELECT SECTOR SPDR TR SBI CONS OPTION 81369Y407 1346 21493 SH PUT SOLE 21493 0 0 XENOPORT INC COM 98411C100 84 11814 SH SOLE 11814 0 0 EXXON MOBIL CORP COM 30231G102 217544 3520699 SH SOLE 3520699 0 0 EXXON MOBIL CORP OPTION 30231G102 6377 26074 SH CALL SOLE 26074 0 0 EXXON MOBIL CORP OPTION 30231G102 19960 64125 SH PUT SOLE 64125 0 0 SPDR SERIES TRUST S&P OILGAS E COM 78464A730 84520 2000000 SH SOLE 2000000 0 0 EXETER RES CORP COM 301835104 301 46432 SH SOLE 46432 0 0 DENTSPLY INTL INC NEW COM 249030107 3303 103307 SH SOLE 103307 0 0 SPDR SERIES TRUST S&P RETAIL E COM 78464A714 46671 1116001 SH SOLE 1116001 0 0 XEROX CORP COM 984121103 4133 399361 SH SOLE 399361 0 0 XEROX CORP OPTION 984121103 758 3200 SH PUT SOLE 3200 0 0 SPDR SERIES TRUST S&P SEMICNDC COM 78464A862 9078 200000 SH SOLE 200000 0 0 CROSSTEX ENERGY L P COM 22765U102 227 17925 SH SOLE 17925 0 0 Manager: BNP Paribas Arbitrage, SA Period End Date: Sep 30,2010 Page52 of 53 ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 - ------------------------------ ------------------ --------- --------- ------------------ ------- -------- --------------------- Value Shrs or SH/ PUT/ Other Voting Authority Name of Issuer Title of Class CUSIP (x$1000) Prn Amt PRN CALL Dscretn Managers Sole Shared None - ------------------------------ ------------------ --------- --------- --------- --- ---- ------- -------- --------- ------ ---- CROSSTEX ENERGY INC COM 22765Y104 95 12005 SH SOLE 12005 0 0 ALLEGHANY CORP DEL COM 017175100 788 2602 SH SOLE 2602 0 0 YINGLI GREEN ENERGY HLDG CO COM 98584B103 3974 287127 SH SOLE 287127 0 0 YAHOO INC COM 984332106 11432 806753 SH SOLE 806753 0 0 YAHOO INC OPTION 984332106 10337 15756 SH PUT SOLE 15756 0 0 YRC WORLDWIDE INC COM 984249102 12 46508 SH SOLE 46508 0 0 U STORE IT TR COM 91274F104 206 24650 SH SOLE 24650 0 0 YUM BRANDS INC COM 988498101 3768 81804 SH SOLE 81804 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 766 22776 SH SOLE 22776 0 0 ZYMOGENETICS INC COM 98985T109 635 65117 SH SOLE 65117 0 0 HORSEHEAD HLDG CORP COM 440694305 129 13040 SH SOLE 13040 0 0 ZIONS BANCORPORATION COM 989701107 1592 74542 SH SOLE 74542 0 0 ZIOPHARM ONCOLOGY INC COM 98973P101 47 12569 SH SOLE 12569 0 0 ZIX CORP COM 98974P100 42 14834 SH SOLE 14834 0 0 ZALICUS INC COM 98887C105 22 16961 SH SOLE 16961 0 0 ZIMMER HLDGS INC COM 98956P102 3818 72959 SH SOLE 72959 0 0 ZOLL MED CORP COM 989922109 257 7958 SH SOLE 7958 0 0 QUIKSILVER INC COM 74838C106 155 39533 SH SOLE 39533 0 0 ZORAN CORP COM 98975F101 118 15501 SH SOLE 15501 0 0 SEALY CORP COM 812139301 35 14382 SH SOLE 14382 0 0
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